+6.9%
PCOR vs S
+36.5%
-29.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.7% | +1.6% | +18.0% | +18.9% |
| 7D | +21.8% | -8.2% | +30.0% | +26.4% |
| 30D | +39.5% | -7.6% | +47.2% | +43.5% |
| 3M | +35.2% | +12.0% | +23.3% | +24.5% |
| 6M | +21.7% | +50.6% | -28.8% | -6.7% |
| YTD | +3.9% | +56.6% | -52.7% | -25.3% |
| 1Y | +6.9% | +39.2% | -32.3% | -22.8% |
| All | +6.9% | +36.5% | -29.5% | -22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling