-6.1%
PATH vs PCOR
-14.4%
+8.3%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -4.3% | -12.4% | -13.9% |
| 7D | -16.3% | -9.0% | -7.3% | -10.9% |
| 30D | +9.9% | +4.2% | +5.7% | +7.8% |
| 3M | +30.2% | +14.4% | +15.7% | +20.0% |
| 6M | +37.2% | +0.2% | +37.0% | +35.7% |
| YTD | -7.3% | -20.3% | +12.9% | +4.5% |
| 1Y | +40.0% | -16.1% | +56.1% | +53.1% |
| All | -6.1% | -14.4% | +8.3% | +0.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling