+147.7%
P vs PCOR
-14.4%
+162.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.3% | +5.6% | +3.0% |
| 7D | +6.5% | -9.0% | +15.5% | +10.3% |
| 30D | +18.8% | +4.2% | +14.7% | +16.3% |
| 3M | +26.7% | +14.4% | +12.3% | +18.9% |
| 6M | +62.2% | +0.2% | +62.0% | +57.7% |
| YTD | +48.5% | -20.3% | +68.8% | +59.7% |
| 1Y | +26.4% | -16.1% | +42.5% | +30.4% |
| All | +147.7% | -14.4% | +162.1% | +151.1% |
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