+24.0%
O vs PCOR
-30.9%
+54.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.3% | +3.5% | -0.5% |
| 7D | -0.7% | -9.0% | +8.2% | -0.1% |
| 30D | -1.9% | +4.2% | -6.0% | -2.2% |
| 3M | +3.8% | +14.4% | -10.6% | +2.6% |
| 6M | -4.7% | +0.2% | -4.9% | -5.3% |
| YTD | +12.5% | -20.3% | +32.7% | +13.7% |
| 1Y | +10.8% | -16.1% | +27.0% | +11.3% |
| 3Y | +28.8% | -14.7% | +43.5% | +26.6% |
| 5Y | +13.2% | -43.2% | +56.3% | +7.3% |
| All | +24.0% | -30.9% | +54.9% | +18.8% |
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