-3.7%
PCOR vs REPL
+175.2%
-178.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.6% | -4.8% | -0.2% |
| 7D | +20.7% | +12.7% | +8.0% | +20.8% |
| 30D | +35.7% | +73.5% | -37.8% | +35.9% |
| 3M | +31.1% | +70.3% | -39.2% | +31.2% |
| 6M | +43.1% | +472.0% | -428.9% | +45.1% |
| YTD | +4.8% | +139.5% | -134.7% | +13.3% |
| 1Y | -3.7% | +167.3% | -170.9% | +2.2% |
| All | -3.7% | +175.2% | -178.8% | +2.2% |
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