+6.6%
ON vs PCOR
+50.0%
-43.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.5% | -4.1% | -3.8% |
| 7D | +12.2% | +3.0% | +9.2% | +11.4% |
| 30D | -3.1% | +38.7% | -41.8% | -12.3% |
| 3M | -12.9% | +24.9% | -37.7% | -19.1% |
| 6M | -38.6% | +68.8% | -107.4% | -49.5% |
| YTD | +31.2% | +6.7% | +24.5% | +30.4% |
| 1Y | +47.6% | +3.0% | +44.6% | +49.6% |
| 3Y | +6.6% | +48.6% | -42.0% | -19.9% |
| All | +6.6% | +50.0% | -43.4% | -19.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling