-34.1%
PCOR vs POET
-1.0%
-33.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +8.0% | -12.3% | -4.8% |
| 7D | -9.0% | +5.6% | -14.6% | -9.3% |
| 30D | +4.2% | -2.1% | +6.3% | +4.1% |
| 3M | +14.4% | -48.8% | +63.3% | +18.6% |
| 6M | +0.2% | +15.8% | -15.6% | -7.9% |
| YTD | -20.3% | +25.1% | -45.4% | -27.9% |
| 1Y | -16.1% | +50.6% | -66.7% | -27.0% |
| 3Y | -14.7% | +107.9% | -122.6% | -33.7% |
| 5Y | -43.2% | -11.0% | -32.1% | -52.0% |
| All | -34.1% | -1.0% | -33.1% | -46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside POET.
Daily Out/Under-Performance
Portfolio return minus POET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × POET 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 POET 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