+21.6%
O vs PCOR
-9.0%
+30.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.7% |
| 7D | +3.3% | +22.2% | -18.9% | +1.8% |
| 30D | +10.3% | +36.0% | -25.7% | +7.9% |
| 3M | -3.5% | +34.0% | -37.5% | -5.6% |
| 6M | -1.3% | +43.5% | -44.8% | -4.2% |
| YTD | +10.3% | +5.1% | +5.2% | +9.2% |
| 1Y | +10.4% | -3.9% | +14.3% | +10.1% |
| 3Y | +40.0% | +52.9% | -12.9% | +30.7% |
| 5Y | +12.4% | -18.7% | +31.0% | +4.8% |
| All | +21.6% | -9.0% | +30.6% | +14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PCOR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling