-14.1%
PCOR vs REPL
-40.9%
+26.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.7% | +0.2% | +19.5% | +19.7% |
| 7D | +21.8% | +28.8% | -7.0% | +20.5% |
| 30D | +39.5% | +57.3% | -17.8% | +36.7% |
| 3M | +35.2% | +73.6% | -38.3% | +31.7% |
| 6M | +21.7% | +582.8% | -561.1% | +6.7% |
| YTD | +3.9% | +112.9% | -108.9% | -5.7% |
| 1Y | +6.9% | +130.7% | -123.7% | -3.6% |
| 3Y | +44.8% | +45.7% | -0.9% | +9.6% |
| 5Y | -21.9% | -37.9% | +16.0% | -31.0% |
| All | -14.1% | -40.9% | +26.8% | -24.4% |
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