-11.8%
PCOR vs M
+62.6%
-74.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.1% |
| 7D | +3.0% | +7.0% | -4.0% | +0.9% |
| 30D | +38.7% | +8.9% | +29.8% | +35.3% |
| 3M | +24.9% | +4.5% | +20.4% | +22.9% |
| 6M | +68.8% | +36.2% | +32.6% | +52.6% |
| YTD | +6.7% | +15.1% | -8.4% | +0.3% |
| 1Y | +3.0% | +27.4% | -24.4% | -6.4% |
| 3Y | +48.6% | +160.1% | -111.5% | +2.4% |
| 5Y | -12.7% | -1.6% | -11.1% | -26.9% |
| All | -11.8% | +62.6% | -74.4% | -28.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling