+47.6%
ON vs PCOR
+4.0%
+43.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +19.7% | -21.6% | +0.6% |
| 7D | -5.8% | +21.8% | -27.6% | -3.2% |
| 30D | -17.1% | +39.5% | -56.6% | -13.3% |
| 3M | -11.8% | +35.2% | -47.1% | -7.8% |
| 6M | -30.2% | +21.7% | -51.9% | -21.8% |
| YTD | +31.6% | +3.9% | +27.6% | +49.3% |
| 1Y | +47.6% | +6.9% | +40.6% | +67.3% |
| All | +47.6% | +4.0% | +43.5% | +67.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling