-20.1%
PCOR vs REPL
-35.6%
+15.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.0% | -8.3% | -0.7% |
| 7D | +22.7% | +22.8% | 0.0% | +21.7% |
| 30D | +37.5% | +63.8% | -26.3% | +34.6% |
| 3M | +35.2% | +68.1% | -32.9% | +32.1% |
| 6M | +42.2% | +528.5% | -486.2% | +26.6% |
| YTD | +3.6% | +122.4% | -118.9% | -5.4% |
| 1Y | -4.8% | +154.4% | -159.1% | -13.9% |
| 3Y | +48.3% | +68.0% | -19.6% | +10.9% |
| All | -20.1% | -35.6% | +15.5% | -23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling