-13.3%
PCOR vs LEN
+3.1%
-16.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.4% | +5.1% | +2.1% |
| 7D | +20.7% | +0.7% | +20.1% | +20.7% |
| 30D | +35.7% | +13.0% | +22.7% | +28.5% |
| 3M | +31.1% | +1.9% | +29.2% | +29.0% |
| 6M | +43.1% | -0.7% | +43.9% | +41.2% |
| YTD | +4.8% | -13.8% | +18.7% | +8.1% |
| 1Y | -3.7% | -28.1% | +24.4% | +8.6% |
| 3Y | +46.5% | -22.8% | +69.4% | +46.9% |
| 5Y | -17.3% | -7.4% | -9.9% | -33.1% |
| All | -13.3% | +3.1% | -16.5% | -33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 10y: compounded portfolio wealth divided by compounded LEN 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…
10y analysis · Full analysis span regression · 6 months rolling