+7.4%
O vs PCOR
-11.9%
+19.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.8% |
| 7D | -0.4% | +3.0% | -3.4% | -0.6% |
| 30D | +7.1% | +38.7% | -31.6% | +4.3% |
| 3M | -5.2% | +24.9% | -30.1% | -7.1% |
| 6M | -1.8% | +68.8% | -70.5% | -6.2% |
| YTD | +9.1% | +6.7% | +2.4% | +7.7% |
| 1Y | +9.7% | +3.0% | +6.7% | +8.7% |
| 3Y | +39.1% | +48.6% | -9.5% | +29.0% |
| All | +7.4% | -11.9% | +19.2% | +3.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling