+509.1%
P vs PCOR
-10.0%
+519.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +19.7% | -24.7% | -11.8% |
| 7D | -19.4% | +21.8% | -41.2% | -25.6% |
| 30D | -22.3% | +39.5% | -61.9% | -32.0% |
| 3M | +33.2% | +35.2% | -2.1% | +16.5% |
| 6M | +53.6% | +21.7% | +31.9% | +37.5% |
| YTD | +66.8% | +3.9% | +62.9% | +56.4% |
| 1Y | +17.5% | +6.9% | +10.6% | +8.1% |
| 3Y | +219.7% | +44.8% | +174.9% | +158.8% |
| 5Y | +307.8% | -21.9% | +329.7% | +257.1% |
| All | +509.1% | -10.0% | +519.1% | +425.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling