-30.0%
OPEN vs PCOR
+43.8%
-73.8%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | -0.4% | -21.4% | -21.6% |
| 7D | -22.2% | +22.7% | -44.9% | -31.6% |
| 30D | -38.3% | +37.5% | -75.8% | -49.3% |
| 3M | -59.4% | +35.2% | -94.6% | -66.6% |
| 6M | -74.4% | +42.2% | -116.6% | -79.9% |
| YTD | -76.0% | +3.6% | -79.5% | -77.3% |
| 1Y | -78.7% | -4.8% | -73.9% | -78.3% |
| 3Y | -30.0% | +48.3% | -78.3% | -61.6% |
| All | -30.0% | +43.8% | -73.8% | -61.6% |
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 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