-11.8%
PCOR vs LEN
-0.5%
-11.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +3.0% | -5.8% | +8.8% | +5.7% |
| 30D | +38.7% | +13.7% | +25.0% | +31.0% |
| 3M | +24.9% | -3.9% | +28.7% | +26.1% |
| 6M | +68.8% | -0.4% | +69.1% | +65.9% |
| YTD | +6.7% | -16.8% | +23.6% | +11.7% |
| 1Y | +3.0% | -29.5% | +32.5% | +16.9% |
| 3Y | +48.6% | -25.6% | +74.2% | +51.4% |
| 5Y | -12.7% | -13.2% | +0.5% | -27.4% |
| All | -11.8% | -0.5% | -11.3% | -30.7% |
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