-20.1%
PCOR vs LEN
-4.6%
-15.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.8% | +1.0% |
| 7D | +22.7% | +2.1% | +20.7% | +21.8% |
| 30D | +37.5% | +16.6% | +20.9% | +28.5% |
| 3M | +35.2% | +5.3% | +29.9% | +31.2% |
| 6M | +42.2% | -0.8% | +43.0% | +40.5% |
| YTD | +3.6% | -11.7% | +15.3% | +5.7% |
| 1Y | -4.8% | -24.6% | +19.8% | +5.0% |
| 3Y | +48.3% | -18.7% | +67.0% | +43.6% |
| All | -20.1% | -4.6% | -15.5% | -38.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling