-14.1%
PCOR vs LII
+9.8%
-23.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.8% | +1.4% |
| 7D | +23.7% | +0.2% | +23.5% | +23.8% |
| 30D | +39.0% | -4.6% | +43.6% | +41.6% |
| 3M | +35.8% | -21.7% | +57.4% | +52.1% |
| 6M | +38.2% | -32.8% | +71.0% | +61.2% |
| YTD | +3.9% | -27.5% | +31.4% | +11.6% |
| 1Y | +5.7% | -28.0% | +33.7% | +13.7% |
| 3Y | +44.8% | -7.2% | +52.0% | +23.6% |
| 5Y | -19.8% | +22.6% | -42.4% | -48.5% |
| All | -14.1% | +9.8% | -23.9% | -44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 10y: compounded portfolio wealth divided by compounded LII 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…
10y analysis · Full analysis span regression · 6 months rolling