-18.8%
PATH vs PCOR
+44.3%
-63.1%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +19.7% | -16.8% | -9.8% |
| 7D | -4.8% | +21.8% | -26.6% | -17.6% |
| 30D | +2.7% | +39.5% | -36.9% | -18.9% |
| 3M | -4.2% | +35.2% | -39.4% | -22.3% |
| 6M | +24.7% | +21.7% | +3.0% | +6.8% |
| YTD | -17.6% | +3.9% | -21.5% | -22.5% |
| 1Y | -5.3% | +6.9% | -12.3% | -12.9% |
| All | -18.8% | +44.3% | -63.1% | -45.8% |
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