-14.1%
PCOR vs LEN
+9.0%
-23.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.3% |
| 7D | +23.7% | +7.2% | +16.5% | +20.2% |
| 30D | +39.0% | +19.1% | +19.9% | +28.7% |
| 3M | +35.8% | +4.9% | +30.9% | +31.9% |
| 6M | +38.2% | +7.6% | +30.7% | +31.4% |
| YTD | +3.9% | -8.9% | +12.8% | +4.6% |
| 1Y | +5.7% | -22.7% | +28.4% | +15.2% |
| 3Y | +44.8% | -16.8% | +61.6% | +40.1% |
| 5Y | -19.8% | -1.4% | -18.4% | -36.9% |
| All | -14.1% | +9.0% | -23.1% | -35.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling