+281.3%
P vs PCOR
-43.0%
+324.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.3% | +5.6% | +3.0% |
| 7D | +6.5% | -9.0% | +15.5% | +10.4% |
| 30D | +18.8% | +4.2% | +14.7% | +16.3% |
| 3M | +26.7% | +14.4% | +12.3% | +18.3% |
| 6M | +62.2% | +0.2% | +62.0% | +56.7% |
| YTD | +48.5% | -20.3% | +68.8% | +56.4% |
| 1Y | +26.4% | -16.1% | +42.5% | +28.7% |
| 3Y | +159.4% | -14.7% | +174.1% | +156.7% |
| All | +281.3% | -43.0% | +324.3% | +283.0% |
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