+40.0%
PATH vs PCOR
-14.7%
+54.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -4.3% | -12.4% | -13.6% |
| 7D | -16.3% | -9.0% | -7.3% | -10.2% |
| 30D | +9.9% | +4.2% | +5.7% | +7.6% |
| 3M | +30.2% | +14.4% | +15.7% | +18.8% |
| 6M | +37.2% | +0.2% | +37.0% | +33.9% |
| YTD | -7.3% | -20.3% | +12.9% | +7.3% |
| 1Y | +40.0% | -16.1% | +56.1% | +68.0% |
| All | +40.0% | -14.7% | +54.7% | +68.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling