+48.9%
PCOR vs LEN
-15.5%
+64.3%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | +23.7% | +7.2% | +16.5% | +21.5% |
| 30D | +39.0% | +19.1% | +19.9% | +32.7% |
| 3M | +35.8% | +4.9% | +30.9% | +33.5% |
| 6M | +38.2% | +7.6% | +30.7% | +34.2% |
| YTD | +3.9% | -8.9% | +12.8% | +4.7% |
| 1Y | +5.7% | -22.7% | +28.4% | +12.7% |
| All | +48.9% | -15.5% | +64.3% | +18.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling