+91.4%
ON vs PCOR
-8.1%
+99.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | +17.0% | +2.2% | +14.9% | +16.2% |
| 30D | -3.9% | +37.4% | -41.3% | -15.8% |
| 3M | -11.5% | +33.2% | -44.7% | -22.6% |
| 6M | -29.2% | +60.6% | -89.8% | -44.5% |
| YTD | +36.2% | +6.2% | +30.0% | +25.2% |
| 1Y | +49.6% | -1.1% | +50.7% | +42.5% |
| 3Y | +9.4% | +48.4% | -39.0% | -17.6% |
| 5Y | +25.8% | -13.1% | +38.9% | +6.1% |
| All | +91.4% | -8.1% | +99.4% | +65.2% |
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