-34.1%
PCOR vs LII
+22.4%
-56.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.2% | -5.4% | -4.8% |
| 7D | -9.0% | -0.7% | -8.2% | -8.7% |
| 30D | +4.2% | -12.6% | +16.8% | +11.1% |
| 3M | +14.4% | -24.4% | +38.9% | +27.0% |
| 6M | +0.2% | -28.7% | +28.9% | +12.5% |
| YTD | -20.3% | -19.1% | -1.1% | -18.5% |
| 1Y | -16.1% | -29.7% | +13.6% | -6.4% |
| 3Y | -14.7% | +4.8% | -19.5% | -31.5% |
| 5Y | -43.2% | +24.6% | -67.7% | -64.5% |
| All | -34.1% | +22.4% | -56.5% | -59.3% |
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