+546.3%
PBR vs PCOR
-10.3%
+556.6%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.1% | -1.4% |
| 7D | -16.0% | +22.7% | -38.7% | -17.4% |
| 30D | -22.8% | +37.5% | -60.2% | -24.8% |
| 3M | +3.0% | +35.2% | -32.2% | +0.3% |
| 6M | -8.1% | +42.2% | -50.3% | -11.1% |
| YTD | +63.1% | +3.6% | +59.6% | +61.9% |
| 1Y | +59.3% | -4.8% | +64.0% | +59.5% |
| 3Y | +66.1% | +48.3% | +17.8% | +57.4% |
| 5Y | +495.8% | -20.1% | +515.9% | +502.4% |
| All | +546.3% | -10.3% | +556.6% | +537.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling