+117.3%
PCAR vs PCOR
-15.7%
+133.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.8% | +2.2% |
| 7D | +2.2% | +2.5% | -0.3% | +1.8% |
| 30D | +0.3% | +37.9% | -37.6% | -4.4% |
| 3M | -17.9% | +32.0% | -49.9% | -21.6% |
| 6M | -3.4% | +54.7% | -58.1% | -10.4% |
| YTD | -0.1% | +6.6% | -6.7% | -2.3% |
| 1Y | +13.4% | -1.7% | +15.1% | +12.5% |
| 3Y | +37.2% | +49.0% | -11.8% | +25.0% |
| 5Y | +117.3% | -12.5% | +129.9% | +93.9% |
| All | +117.3% | -15.7% | +133.1% | +93.9% |
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