+48.9%
PCOR vs COO
-24.0%
+72.8%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.5% |
| 7D | +23.7% | +5.3% | +18.4% | +21.7% |
| 30D | +39.0% | +12.5% | +26.4% | +33.6% |
| 3M | +35.8% | -15.1% | +50.9% | +43.2% |
| 6M | +38.2% | +3.7% | +34.5% | +35.8% |
| YTD | +3.9% | -22.5% | +26.4% | +13.5% |
| 1Y | +5.7% | -7.8% | +13.5% | +8.4% |
| All | +48.9% | -24.0% | +72.8% | +47.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling