-16.1%
PCOR vs M
+46.1%
-62.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.6% | -6.8% | -4.6% |
| 7D | -9.0% | +4.7% | -13.7% | -9.6% |
| 30D | +4.2% | -9.6% | +13.8% | +5.7% |
| 3M | +14.4% | +0.9% | +13.6% | +14.3% |
| 6M | +0.2% | +22.3% | -22.1% | -2.9% |
| YTD | -20.3% | +6.5% | -26.8% | -20.6% |
| 1Y | -16.1% | +38.8% | -54.9% | -28.8% |
| All | -16.1% | +46.1% | -62.3% | -28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling