-9.3%
PCOR vs A
+11.8%
-21.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.2% |
| 7D | +3.0% | -0.5% | +3.5% | +3.3% |
| 30D | +38.7% | 0.0% | +38.7% | +38.3% |
| 3M | +24.9% | +16.7% | +8.2% | +12.0% |
| 6M | +68.8% | +54.8% | +13.9% | +22.7% |
| YTD | +6.7% | +28.8% | -22.1% | -12.1% |
| 1Y | +3.0% | +19.3% | -16.3% | -10.4% |
| 3Y | +48.6% | +65.5% | -16.9% | -5.4% |
| All | -9.3% | +11.8% | -21.1% | -13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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