-4.4%
ON vs PCOR
+43.8%
-48.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | +0.6% |
| 7D | -11.7% | +22.7% | -34.4% | -17.1% |
| 30D | -23.3% | +37.5% | -60.7% | -30.5% |
| 3M | -19.2% | +35.2% | -54.4% | -27.2% |
| 6M | -40.1% | +42.2% | -82.4% | -47.6% |
| YTD | +16.9% | +3.6% | +13.4% | +16.9% |
| 1Y | +29.7% | -4.8% | +34.5% | +36.0% |
| 3Y | -4.4% | +48.3% | -52.8% | -30.0% |
| All | -4.4% | +43.8% | -48.2% | -30.0% |
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