-14.1%
PCOR vs LII
+13.0%
-27.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.7% | +3.6% | +16.1% | +17.9% |
| 7D | +21.8% | +7.9% | +13.9% | +17.5% |
| 30D | +39.5% | -0.6% | +40.1% | +39.3% |
| 3M | +35.2% | -19.3% | +54.6% | +49.4% |
| 6M | +21.7% | -29.8% | +51.6% | +38.6% |
| YTD | +3.9% | -25.4% | +29.3% | +10.0% |
| 1Y | +6.9% | -26.2% | +33.1% | +13.8% |
| 3Y | +44.8% | -4.5% | +49.3% | +21.9% |
| 5Y | -21.9% | +26.7% | -48.6% | -50.6% |
| All | -14.1% | +13.0% | -27.1% | -45.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling