+66.4%
PBR vs PCOR
+50.0%
+16.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.3% |
| 7D | -1.0% | +3.0% | -4.1% | -1.2% |
| 30D | -29.3% | +38.7% | -68.0% | -31.0% |
| 3M | +5.5% | +24.9% | -19.3% | +3.7% |
| 6M | -2.9% | +68.8% | -71.7% | -7.1% |
| YTD | +61.5% | +6.7% | +54.8% | +62.6% |
| 1Y | +46.9% | +3.0% | +43.9% | +48.6% |
| 3Y | +66.4% | +48.6% | +17.8% | +52.4% |
| All | +66.4% | +50.0% | +16.4% | +52.4% |
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