+48.9%
PCOR vs REPL
+37.4%
+11.5%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | 0.0% |
| 7D | +23.7% | +15.1% | +8.6% | +23.5% |
| 30D | +39.0% | +51.1% | -12.1% | +38.4% |
| 3M | +35.8% | +69.2% | -33.5% | +34.9% |
| 6M | +38.2% | +597.6% | -559.3% | +34.1% |
| YTD | +3.9% | +106.0% | -102.0% | +2.1% |
| 1Y | +5.7% | +133.3% | -127.7% | +3.6% |
| All | +48.9% | +37.4% | +11.5% | +38.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling