+167.1%
P vs PCOR
+44.3%
+122.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | 0.0% | -16.4% | -16.4% |
| 7D | -31.9% | +23.7% | -55.6% | -37.2% |
| 30D | -36.5% | +39.0% | -75.5% | -44.1% |
| 3M | +11.6% | +35.8% | -24.2% | -2.1% |
| 6M | +25.2% | +38.2% | -13.0% | +8.2% |
| YTD | +39.4% | +3.9% | +35.5% | +35.5% |
| 1Y | -3.7% | +5.7% | -9.4% | -8.2% |
| All | +167.1% | +44.3% | +122.8% | +101.7% |
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