+6.3%
PCAR vs PCOR
-2.3%
+8.6%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.1% | -2.4% |
| 7D | +0.1% | +22.7% | -22.7% | -0.4% |
| 30D | -4.6% | +37.5% | -42.0% | -4.9% |
| 3M | -22.6% | +35.2% | -57.8% | -22.8% |
| 6M | -12.0% | +42.2% | -54.2% | -12.3% |
| YTD | -6.1% | +3.6% | -9.7% | -0.9% |
| 1Y | +6.3% | -4.8% | +11.1% | +16.6% |
| All | +6.3% | -2.3% | +8.6% | +16.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling