+84.4%
ON vs PCOR
-7.6%
+92.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.5% | -4.1% | -3.8% |
| 7D | +12.2% | +3.0% | +9.2% | +11.1% |
| 30D | -3.1% | +38.7% | -41.8% | -15.5% |
| 3M | -12.9% | +24.9% | -37.7% | -21.6% |
| 6M | -38.6% | +68.8% | -107.4% | -52.8% |
| YTD | +31.2% | +6.7% | +24.5% | +20.4% |
| 1Y | +47.6% | +3.0% | +44.6% | +37.8% |
| 3Y | +6.6% | +48.6% | -42.0% | -19.7% |
| 5Y | +21.3% | -12.7% | +33.9% | +2.1% |
| All | +84.4% | -7.6% | +92.0% | +58.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling