+48.4%
PCOR vs REPL
+96.7%
-48.3%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.4% | +8.1% | +1.7% |
| 7D | +2.5% | +5.3% | -2.7% | +2.5% |
| 30D | +37.9% | +66.6% | -28.8% | +37.0% |
| 3M | +32.0% | +59.6% | -27.6% | +31.2% |
| 6M | +54.7% | +482.4% | -427.6% | +50.0% |
| YTD | +6.6% | +124.1% | -117.5% | +4.3% |
| 1Y | -1.7% | +138.6% | -140.2% | -3.9% |
| All | +48.4% | +96.7% | -48.3% | +35.1% |
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