+48.3%
PCOR vs M
+100.8%
-52.5%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.6% | +4.2% | +0.9% |
| 7D | +22.7% | -4.3% | +27.0% | +24.4% |
| 30D | +37.5% | +1.3% | +36.2% | +37.1% |
| 3M | +35.2% | -7.4% | +42.6% | +37.8% |
| 6M | +42.2% | +18.3% | +23.9% | +34.7% |
| YTD | +3.6% | +7.6% | -4.0% | -0.1% |
| 1Y | -4.8% | +17.4% | -22.1% | -10.9% |
| 3Y | +48.3% | +108.4% | -60.0% | +10.7% |
| All | +48.3% | +100.8% | -52.5% | +10.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling