+35.0%
PCAR vs PCOR
+44.3%
-9.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +2.2% | +23.7% | -21.5% | -1.4% |
| 30D | -4.4% | +39.0% | -43.4% | -9.4% |
| 3M | -21.4% | +35.8% | -57.2% | -25.5% |
| 6M | -7.3% | +38.2% | -45.6% | -12.8% |
| YTD | -3.8% | +3.9% | -7.7% | -4.2% |
| 1Y | +6.3% | +5.7% | +0.6% | +5.0% |
| All | +35.0% | +44.3% | -9.3% | +18.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling