-3.4%
PCOR vs LEN
-22.9%
+19.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.2% | -1.7% | +1.0% |
| 7D | +22.2% | +0.6% | +21.6% | +21.6% |
| 30D | +36.0% | +19.4% | +16.6% | +33.9% |
| 3M | +34.0% | +4.5% | +29.5% | +32.4% |
| 6M | +43.5% | +4.9% | +38.6% | +41.4% |
| YTD | +5.1% | -8.9% | +14.0% | +3.7% |
| All | -3.4% | -22.9% | +19.5% | -1.5% |
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