-1.1%
PCOR vs REPL
+142.3%
-143.4%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.4% |
| 7D | +2.2% | +9.8% | -7.6% | +2.2% |
| 30D | +37.4% | +81.5% | -44.1% | +37.7% |
| 3M | +33.2% | +44.2% | -11.0% | +33.3% |
| 6M | +60.6% | +437.4% | -376.8% | +62.7% |
| YTD | +6.2% | +126.1% | -120.0% | +15.2% |
| 1Y | -1.1% | +143.1% | -144.2% | +5.8% |
| All | -1.1% | +142.3% | -143.4% | +5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling