+540.0%
PBR vs PCOR
-9.0%
+549.0%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.1% |
| 7D | -13.3% | +22.2% | -35.5% | -14.7% |
| 30D | -27.5% | +36.0% | -63.5% | -29.3% |
| 3M | +5.2% | +34.0% | -28.8% | +2.5% |
| 6M | -6.4% | +43.5% | -49.9% | -9.5% |
| YTD | +61.6% | +5.1% | +56.4% | +60.2% |
| 1Y | +48.9% | -3.9% | +52.8% | +49.0% |
| 3Y | +70.0% | +52.9% | +17.1% | +60.9% |
| 5Y | +469.0% | -18.7% | +487.6% | +474.4% |
| All | +540.0% | -9.0% | +549.0% | +530.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling