+103.2%
PCAR vs PCOR
-10.3%
+113.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.1% | -2.4% |
| 7D | +0.1% | +22.7% | -22.7% | -2.9% |
| 30D | -4.6% | +37.5% | -42.0% | -8.9% |
| 3M | -22.6% | +35.2% | -57.8% | -26.1% |
| 6M | -12.0% | +42.2% | -54.2% | -17.1% |
| YTD | -6.1% | +3.6% | -9.7% | -7.8% |
| 1Y | +6.3% | -4.8% | +11.1% | +5.9% |
| 3Y | +31.8% | +48.3% | -16.6% | +20.8% |
| 5Y | +104.2% | -20.1% | +124.2% | +89.1% |
| All | +103.2% | -10.3% | +113.5% | +90.3% |
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