-14.6%
PCOR vs COO
-23.4%
+8.8%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.5% | -2.8% | -3.8% |
| 7D | -9.0% | -2.2% | -6.7% | -8.3% |
| 30D | +4.2% | -7.0% | +11.2% | +6.7% |
| 3M | +14.4% | +12.2% | +2.2% | +10.2% |
| 6M | +0.2% | -15.1% | +15.3% | +5.9% |
| YTD | -20.3% | -15.1% | -5.2% | -15.6% |
| 1Y | -16.1% | +2.3% | -18.5% | -16.7% |
| All | -14.6% | -23.4% | +8.8% | -7.1% |
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 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