-11.8%
PCOR vs REPL
-37.5%
+25.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.5% |
| 7D | +3.0% | +1.2% | +1.8% | +3.0% |
| 30D | +38.7% | +92.2% | -53.5% | +34.7% |
| 3M | +24.9% | +44.1% | -19.3% | +22.6% |
| 6M | +68.8% | +313.0% | -244.2% | +52.7% |
| YTD | +6.7% | +125.2% | -118.5% | -3.4% |
| 1Y | +3.0% | +143.8% | -140.8% | -7.4% |
| 3Y | +48.6% | +104.2% | -55.6% | +3.5% |
| 5Y | -12.7% | -34.5% | +21.9% | -22.9% |
| All | -11.8% | -37.5% | +25.7% | -22.6% |
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