+40.0%
O vs PCOR
+43.2%
-3.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.7% |
| 7D | +3.3% | +22.2% | -18.9% | +2.8% |
| 30D | +10.3% | +36.0% | -25.7% | +9.5% |
| 3M | -3.5% | +34.0% | -37.5% | -4.2% |
| 6M | -1.3% | +43.5% | -44.8% | -2.3% |
| YTD | +10.3% | +5.1% | +5.2% | +10.1% |
| 1Y | +10.4% | -3.9% | +14.3% | +10.6% |
| 3Y | +40.0% | +52.9% | -12.9% | +26.2% |
| All | +40.0% | +43.2% | -3.2% | +26.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling