-13.3%
PCOR vs REPL
-33.5%
+20.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.6% | -4.8% | -0.5% |
| 7D | +20.7% | +12.7% | +8.0% | +20.1% |
| 30D | +35.7% | +73.5% | -37.8% | +32.3% |
| 3M | +31.1% | +70.3% | -39.2% | +27.8% |
| 6M | +43.1% | +472.0% | -428.9% | +27.1% |
| YTD | +4.8% | +139.5% | -134.7% | -5.3% |
| 1Y | -3.7% | +167.3% | -170.9% | -13.7% |
| 3Y | +46.5% | +109.5% | -63.0% | +2.9% |
| 5Y | -17.3% | -29.9% | +12.6% | -27.3% |
| All | -13.3% | -33.5% | +20.1% | -24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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