+20.7%
O vs PCOR
-10.3%
+31.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | +3.7% | +22.7% | -19.0% | +2.1% |
| 30D | +11.2% | +37.5% | -26.3% | +8.7% |
| 3M | -4.0% | +35.2% | -39.2% | -6.2% |
| 6M | -5.2% | +42.2% | -47.5% | -8.0% |
| YTD | +9.5% | +3.6% | +5.9% | +8.5% |
| 1Y | +10.6% | -4.8% | +15.4% | +10.4% |
| 3Y | +38.1% | +48.3% | -10.2% | +29.2% |
| 5Y | +10.2% | -20.1% | +30.3% | +2.9% |
| All | +20.7% | -10.3% | +31.0% | +13.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling