+3.0%
PCOR vs LEN
-30.4%
+33.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +3.0% | -5.8% | +8.8% | +3.9% |
| 30D | +38.7% | +13.7% | +25.0% | +38.2% |
| 3M | +24.9% | -3.9% | +28.7% | +25.0% |
| 6M | +68.8% | -0.4% | +69.1% | +68.8% |
| YTD | +6.7% | -16.8% | +23.6% | +6.6% |
| 1Y | +3.0% | -29.5% | +32.5% | +5.4% |
| All | +3.0% | -30.4% | +33.4% | +5.4% |
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 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