+38.2%
PCOR vs COO
+3.2%
+35.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.6% |
| 7D | +23.7% | +5.3% | +18.4% | +21.6% |
| 30D | +39.0% | +12.5% | +26.4% | +34.2% |
| 3M | +35.8% | -15.1% | +50.9% | +40.6% |
| 6M | +38.2% | +3.7% | +34.5% | +46.3% |
| All | +38.2% | +3.2% | +35.0% | +46.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling