+111.5%
PCAR vs PCOR
-10.0%
+121.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +19.7% | -15.6% | +1.3% |
| 7D | +3.7% | +21.8% | -18.2% | +0.7% |
| 30D | -2.9% | +39.5% | -42.5% | -7.5% |
| 3M | -21.7% | +35.2% | -57.0% | -25.3% |
| 6M | -6.6% | +21.7% | -28.4% | -10.1% |
| YTD | -2.2% | +3.9% | -6.2% | -4.1% |
| 1Y | +12.2% | +6.9% | +5.3% | +9.4% |
| 3Y | +36.5% | +44.8% | -8.3% | +25.5% |
| 5Y | +113.5% | -21.9% | +135.5% | +98.1% |
| All | +111.5% | -10.0% | +121.5% | +98.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling