+26.4%
P vs PCOR
-14.7%
+41.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.3% | +5.6% | +1.8% |
| 7D | +6.5% | -9.0% | +15.5% | +7.6% |
| 30D | +18.8% | +4.2% | +14.7% | +18.0% |
| 3M | +26.7% | +14.4% | +12.3% | +26.4% |
| 6M | +62.2% | +0.2% | +62.0% | +63.0% |
| YTD | +48.5% | -20.3% | +68.8% | +55.2% |
| 1Y | +26.4% | -16.1% | +42.5% | +31.8% |
| All | +26.4% | -14.7% | +41.1% | +31.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling