+496.0%
PBR vs PCOR
-43.0%
+539.1%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.3% | +2.4% | -1.6% |
| 7D | +8.6% | -9.0% | +17.5% | +9.3% |
| 30D | +12.8% | +4.2% | +8.6% | +12.4% |
| 3M | +14.7% | +14.4% | +0.3% | +13.4% |
| 6M | +25.2% | +0.2% | +25.0% | +24.6% |
| YTD | +77.1% | -20.3% | +97.4% | +79.8% |
| 1Y | +69.6% | -16.1% | +85.7% | +70.8% |
| 3Y | +95.6% | -14.7% | +110.3% | +94.3% |
| All | +496.0% | -43.0% | +539.1% | +508.9% |
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 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