-1.7%
PCOR vs LEN
-28.8%
+27.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.0% | +1.7% |
| 7D | +2.5% | -6.4% | +8.9% | +3.5% |
| 30D | +37.9% | +15.6% | +22.2% | +36.8% |
| 3M | +32.0% | -0.8% | +32.7% | +31.5% |
| 6M | +54.7% | +0.4% | +54.4% | +53.8% |
| YTD | +6.6% | -14.1% | +20.7% | +6.0% |
| 1Y | -1.7% | -29.6% | +27.9% | +1.6% |
| All | -1.7% | -28.8% | +27.1% | +1.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling