+172.3%
PCAR vs PCOR
-43.0%
+215.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.3% | +4.4% | +0.8% |
| 7D | -0.5% | -9.0% | +8.5% | +0.8% |
| 30D | -6.2% | +4.2% | -10.4% | -7.0% |
| 3M | +5.9% | +14.4% | -8.5% | +3.3% |
| 6M | +0.4% | +0.2% | +0.2% | -0.8% |
| YTD | +14.8% | -20.3% | +35.1% | +17.5% |
| 1Y | +30.1% | -16.1% | +46.2% | +31.5% |
| 3Y | +66.7% | -14.7% | +81.4% | +64.2% |
| All | +172.3% | -43.0% | +215.3% | +162.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling