+35.5%
PAAS vs PCOR
-10.0%
+45.5%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +19.7% | -11.3% | +4.6% |
| 7D | -1.1% | +21.8% | -22.9% | -4.8% |
| 30D | -8.5% | +39.5% | -48.0% | -14.1% |
| 3M | -7.3% | +35.2% | -42.5% | -12.9% |
| 6M | -18.3% | +21.7% | -40.0% | -22.2% |
| YTD | -19.2% | +3.9% | -23.1% | -21.2% |
| 1Y | +26.1% | +6.9% | +19.2% | +22.0% |
| 3Y | +183.6% | +44.8% | +138.8% | +148.1% |
| 5Y | +81.2% | -21.9% | +103.1% | +59.9% |
| All | +35.5% | -10.0% | +45.5% | +20.1% |
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 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