+77.6%
PBR vs PCOR
-19.9%
+97.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.2% | +6.7% | +3.4% |
| 7D | +2.5% | -6.9% | +9.4% | +2.1% |
| 30D | +19.4% | -1.5% | +20.9% | +19.4% |
| 3M | +20.8% | +18.5% | +2.3% | +22.6% |
| 6M | +23.5% | -4.7% | +28.1% | +24.3% |
| YTD | +83.4% | -22.8% | +106.2% | +84.5% |
| 1Y | +77.6% | -20.7% | +98.3% | +77.9% |
| All | +77.6% | -19.9% | +97.5% | +77.9% |
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