+18.7%
ON vs PCOR
-14.6%
+33.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +1.5% | +7.7% | +8.6% |
| 7D | -1.4% | +22.2% | -23.6% | -9.7% |
| 30D | -10.9% | +36.0% | -46.9% | -21.9% |
| 3M | -14.9% | +34.0% | -48.9% | -26.0% |
| 6M | -33.0% | +43.5% | -76.5% | -45.2% |
| YTD | +27.6% | +5.1% | +22.5% | +17.7% |
| 1Y | +44.5% | -3.9% | +48.4% | +39.7% |
| 3Y | +7.4% | +52.9% | -45.5% | -21.7% |
| 5Y | +18.7% | -18.7% | +37.4% | +1.4% |
| All | +18.7% | -14.6% | +33.3% | +1.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling