-92.0%
OPEN vs PCOR
-22.6%
-69.4%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | 0.0% | -9.6% | -9.6% |
| 7D | -5.8% | +23.7% | -29.5% | -21.8% |
| 30D | -21.1% | +39.0% | -60.1% | -40.5% |
| 3M | -52.4% | +35.8% | -88.1% | -64.2% |
| 6M | -65.8% | +38.2% | -104.0% | -75.5% |
| YTD | -69.3% | +3.9% | -73.2% | -73.4% |
| 1Y | -75.2% | +5.7% | -80.9% | -79.3% |
| 3Y | -14.4% | +44.8% | -59.1% | -52.9% |
| 5Y | -92.0% | -19.8% | -72.2% | -93.0% |
| All | -92.0% | -22.6% | -69.4% | -93.0% |
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 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