+119.0%
PAAS vs PCOR
-43.0%
+162.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.3% | +1.9% | -1.6% |
| 7D | -2.9% | -9.0% | +6.1% | -1.1% |
| 30D | +6.8% | +4.2% | +2.6% | +5.8% |
| 3M | -2.9% | +14.4% | -17.3% | -5.9% |
| 6M | -16.4% | +0.2% | -16.6% | -17.7% |
| YTD | 0.0% | -20.3% | +20.3% | +2.9% |
| 1Y | +54.3% | -16.1% | +70.5% | +56.4% |
| 3Y | +230.7% | -14.7% | +245.4% | +220.6% |
| All | +119.0% | -43.0% | +162.0% | +95.4% |
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