-90.7%
OPEN vs PCOR
-10.3%
-80.4%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | -0.4% | -21.4% | -21.5% |
| 7D | -22.2% | +22.7% | -44.9% | -34.3% |
| 30D | -38.3% | +37.5% | -75.8% | -52.3% |
| 3M | -59.4% | +35.2% | -94.6% | -68.8% |
| 6M | -74.4% | +42.2% | -116.6% | -81.7% |
| YTD | -76.0% | +3.6% | -79.5% | -78.9% |
| 1Y | -78.7% | -4.8% | -73.9% | -79.7% |
| 3Y | -30.0% | +48.3% | -78.3% | -59.7% |
| 5Y | -93.7% | -20.1% | -73.7% | -94.8% |
| All | -90.7% | -10.3% | -80.4% | -92.6% |
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