-13.1%
PCOR vs LEN
+9.0%
-22.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.2% | -1.7% | +0.1% |
| 7D | +22.2% | +0.6% | +21.6% | +22.0% |
| 30D | +36.0% | +19.4% | +16.6% | +25.8% |
| 3M | +34.0% | +4.5% | +29.5% | +30.5% |
| 6M | +43.5% | +4.9% | +38.6% | +38.2% |
| YTD | +5.1% | -8.9% | +14.0% | +5.8% |
| 1Y | -3.9% | -23.0% | +19.0% | +4.9% |
| 3Y | +52.9% | -16.7% | +69.6% | +47.6% |
| 5Y | -18.7% | -4.5% | -14.2% | -35.1% |
| All | -13.1% | +9.0% | -22.1% | -34.4% |
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