-11.9%
PCOR vs REPL
-37.8%
+25.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.4% | +8.1% | +1.9% |
| 7D | +2.5% | +5.3% | -2.7% | +2.3% |
| 30D | +37.9% | +66.6% | -28.8% | +34.7% |
| 3M | +32.0% | +59.6% | -27.6% | +29.0% |
| 6M | +54.7% | +482.4% | -427.6% | +37.1% |
| YTD | +6.6% | +124.1% | -117.5% | -3.5% |
| 1Y | -1.7% | +138.6% | -140.2% | -11.4% |
| 3Y | +49.0% | +96.0% | -47.1% | +4.9% |
| 5Y | -12.5% | -35.4% | +22.8% | -22.6% |
| All | -11.9% | -37.8% | +25.9% | -22.7% |
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