-14.6%
PCOR vs LII
+5.3%
-19.9%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.2% | -5.4% | -4.6% |
| 7D | -9.0% | -0.7% | -8.2% | -8.8% |
| 30D | +4.2% | -12.6% | +16.8% | +8.9% |
| 3M | +14.4% | -24.4% | +38.9% | +22.8% |
| 6M | +0.2% | -28.7% | +28.9% | +9.2% |
| YTD | -20.3% | -19.1% | -1.1% | -20.1% |
| 1Y | -16.1% | -29.7% | +13.6% | -8.9% |
| All | -14.6% | +5.3% | -19.9% | -31.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling