+109.2%
PCAR vs PCOR
-22.6%
+131.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +2.2% | +23.7% | -21.5% | -1.1% |
| 30D | -4.4% | +39.0% | -43.4% | -9.0% |
| 3M | -21.4% | +35.8% | -57.2% | -25.2% |
| 6M | -7.3% | +38.2% | -45.6% | -12.5% |
| YTD | -3.8% | +3.9% | -7.7% | -5.5% |
| 1Y | +6.3% | +5.7% | +0.6% | +3.8% |
| 3Y | +34.4% | +44.8% | -10.4% | +23.0% |
| 5Y | +109.2% | -19.8% | +129.0% | +86.0% |
| All | +109.2% | -22.6% | +131.8% | +86.0% |
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