-16.1%
PCOR vs COO
+4.1%
-20.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.5% | -2.8% | -3.7% |
| 7D | -9.0% | -2.2% | -6.7% | -8.2% |
| 30D | +4.2% | -7.0% | +11.2% | +6.9% |
| 3M | +14.4% | +12.2% | +2.2% | +11.0% |
| 6M | +0.2% | -15.1% | +15.3% | +9.9% |
| YTD | -20.3% | -15.1% | -5.2% | -12.4% |
| 1Y | -16.1% | +2.3% | -18.5% | -13.7% |
| All | -16.1% | +4.1% | -20.3% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 1y: compounded portfolio wealth divided by compounded COO 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…
1y analysis · Full analysis span regression · 6 months rolling