-75.7%
PATH vs PCOR
-43.0%
-32.7%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -4.3% | -12.4% | -13.5% |
| 7D | -16.3% | -9.0% | -7.3% | -10.0% |
| 30D | +9.9% | +4.2% | +5.7% | +7.3% |
| 3M | +30.2% | +14.4% | +15.7% | +18.1% |
| 6M | +37.2% | +0.2% | +37.0% | +35.5% |
| YTD | -7.3% | -20.3% | +12.9% | +7.2% |
| 1Y | +40.0% | -16.1% | +56.1% | +55.0% |
| 3Y | -4.4% | -14.7% | +10.3% | -3.6% |
| All | -75.7% | -43.0% | -32.7% | -74.2% |
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