-37.0%
PCOR vs LTH
+160.9%
-197.9%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.3% | -4.6% | -4.4% |
| 7D | -9.0% | -0.6% | -8.3% | -8.8% |
| 30D | +4.2% | -4.6% | +8.8% | +5.5% |
| 3M | +14.4% | +32.8% | -18.4% | +3.6% |
| 6M | +0.2% | +64.6% | -64.5% | -17.9% |
| YTD | -20.3% | +62.6% | -82.9% | -34.6% |
| 1Y | -16.1% | +49.9% | -66.1% | -29.3% |
| 3Y | -14.7% | +151.3% | -166.1% | -43.4% |
| All | -37.0% | +160.9% | -197.9% | -63.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling