-34.1%
PCOR vs REPL
-57.0%
+22.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.6% | -2.6% | -4.2% |
| 7D | -9.0% | -3.0% | -6.0% | -8.9% |
| 30D | +4.2% | +27.1% | -23.0% | +3.0% |
| 3M | +14.4% | +52.4% | -38.0% | +10.1% |
| 6M | +0.2% | +107.4% | -107.3% | -9.3% |
| YTD | -20.3% | +54.7% | -75.0% | -26.5% |
| 1Y | -16.1% | +158.9% | -175.0% | -28.2% |
| 3Y | -14.7% | -23.7% | +9.0% | -27.2% |
| 5Y | -43.2% | -54.3% | +11.2% | -49.2% |
| All | -34.1% | -57.0% | +22.9% | -41.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling