+80.7%
ON vs PCOR
-9.2%
+89.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | -4.1% | +20.7% | -24.8% | -11.6% |
| 30D | -10.2% | +35.7% | -45.9% | -21.0% |
| 3M | -12.7% | +31.1% | -43.8% | -23.2% |
| 6M | -32.5% | +43.1% | -75.7% | -44.4% |
| YTD | +28.6% | +4.8% | +23.7% | +18.7% |
| 1Y | +43.4% | -3.7% | +47.1% | +38.1% |
| 3Y | +3.3% | +46.5% | -43.2% | -21.9% |
| 5Y | +22.5% | -17.3% | +39.8% | +4.7% |
| All | +80.7% | -9.2% | +89.9% | +56.6% |
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