-34.1%
PCOR vs LEN
-1.2%
-32.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.0% | -3.2% | -3.8% |
| 7D | -9.0% | -3.2% | -5.8% | -7.6% |
| 30D | +4.2% | -4.9% | +9.1% | +6.4% |
| 3M | +14.4% | -8.5% | +22.9% | +18.1% |
| 6M | +0.2% | -20.7% | +20.8% | +9.7% |
| YTD | -20.3% | -17.4% | -2.8% | -15.6% |
| 1Y | -16.1% | -38.2% | +22.1% | +2.6% |
| 3Y | -14.7% | -24.9% | +10.2% | -13.7% |
| 5Y | -43.2% | -11.4% | -31.7% | -53.1% |
| All | -34.1% | -1.2% | -32.9% | -47.6% |
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