-14.4%
PCOR vs COO
-34.6%
+20.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.5% | +0.6% |
| 7D | +22.7% | +4.7% | +18.0% | +20.2% |
| 30D | +37.5% | +13.9% | +23.6% | +28.9% |
| 3M | +35.2% | -14.9% | +50.1% | +46.5% |
| 6M | +42.2% | +2.0% | +40.2% | +38.7% |
| YTD | +3.6% | -23.9% | +27.5% | +18.7% |
| 1Y | -4.8% | -9.6% | +4.9% | -1.3% |
| 3Y | +48.3% | -25.4% | +73.8% | +59.7% |
| 5Y | -20.1% | -41.2% | +21.1% | +0.2% |
| All | -14.4% | -34.6% | +20.2% | +12.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling