+29.7%
ON vs PCOR
-2.3%
+32.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | +0.4% |
| 7D | -11.7% | +22.7% | -34.4% | -9.2% |
| 30D | -23.3% | +37.5% | -60.7% | -20.0% |
| 3M | -19.2% | +35.2% | -54.4% | -15.6% |
| 6M | -40.1% | +42.2% | -82.4% | -33.4% |
| YTD | +16.9% | +3.6% | +13.4% | +40.6% |
| 1Y | +29.7% | -4.8% | +34.5% | +64.8% |
| All | +29.7% | -2.3% | +32.0% | +64.8% |
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 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