-91.3%
OPEN vs PCOR
-9.2%
-82.1%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.3% | -6.8% | -6.9% |
| 7D | -24.7% | +20.7% | -45.4% | -35.5% |
| 30D | -41.0% | +35.7% | -76.7% | -53.8% |
| 3M | -62.4% | +31.1% | -93.4% | -70.3% |
| 6M | -73.9% | +43.1% | -117.0% | -81.4% |
| YTD | -77.5% | +4.8% | -82.4% | -80.5% |
| 1Y | -83.6% | -3.7% | -79.9% | -84.5% |
| 3Y | -37.0% | +46.5% | -83.6% | -63.3% |
| 5Y | -93.3% | -17.3% | -76.0% | -94.5% |
| All | -91.3% | -9.2% | -82.1% | -93.2% |
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