+46.5%
PCOR vs LTH
+253.6%
-207.1%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.5% |
| 7D | +20.7% | +6.4% | +14.3% | +19.2% |
| 30D | +35.7% | +16.7% | +18.9% | +31.2% |
| 3M | +31.1% | +11.7% | +19.4% | +27.7% |
| 6M | +43.1% | +48.5% | -5.4% | +30.4% |
| YTD | +4.8% | +78.4% | -73.6% | -10.4% |
| 1Y | -3.7% | +89.7% | -93.3% | -19.5% |
| 3Y | +46.5% | +245.6% | -199.1% | +2.6% |
| All | +46.5% | +253.6% | -207.1% | +2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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