+112.6%
PCAR vs PCOR
-8.1%
+120.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.6% |
| 7D | +2.1% | +2.2% | -0.1% | +1.8% |
| 30D | -1.2% | +37.4% | -38.6% | -5.7% |
| 3M | -18.6% | +33.2% | -51.8% | -22.2% |
| 6M | -5.1% | +60.6% | -65.7% | -12.1% |
| YTD | -1.8% | +6.2% | -7.9% | -3.9% |
| 1Y | +10.6% | -1.1% | +11.7% | +9.6% |
| 3Y | +34.9% | +48.4% | -13.5% | +23.6% |
| 5Y | +114.0% | -13.1% | +127.1% | +96.7% |
| All | +112.6% | -8.1% | +120.6% | +98.4% |
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 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