-41.4%
PCOR vs COO
-38.8%
-2.6%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.5% | -2.8% | -3.4% |
| 7D | -9.0% | -2.2% | -6.7% | -7.8% |
| 30D | +4.2% | -7.0% | +11.2% | +8.4% |
| 3M | +14.4% | +12.2% | +2.2% | +6.8% |
| 6M | +0.2% | -15.1% | +15.3% | +9.1% |
| YTD | -20.3% | -15.1% | -5.2% | -13.1% |
| 1Y | -16.1% | +2.3% | -18.5% | -18.4% |
| 3Y | -14.7% | -23.7% | +9.0% | -6.9% |
| All | -41.4% | -38.8% | -2.6% | -22.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling