-14.1%
PCOR vs COO
-33.4%
+19.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.8% |
| 7D | +23.7% | +5.3% | +18.4% | +20.8% |
| 30D | +39.0% | +12.5% | +26.4% | +31.0% |
| 3M | +35.8% | -15.1% | +50.9% | +47.2% |
| 6M | +38.2% | +3.7% | +34.5% | +33.6% |
| YTD | +3.9% | -22.5% | +26.4% | +18.0% |
| 1Y | +5.7% | -7.8% | +13.5% | +8.4% |
| 3Y | +44.8% | -24.1% | +68.9% | +54.4% |
| 5Y | -19.8% | -40.1% | +20.3% | -0.4% |
| All | -14.1% | -33.4% | +19.3% | +11.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling