-20.4%
PCOR vs S
-53.4%
+33.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -8.8% | +8.8% | +3.7% |
| 7D | +23.7% | -16.7% | +40.4% | +33.1% |
| 30D | +39.0% | -17.0% | +56.0% | +49.0% |
| 3M | +35.8% | +2.0% | +33.8% | +31.7% |
| 6M | +38.2% | +35.1% | +3.2% | +17.8% |
| YTD | +3.9% | +42.8% | -38.9% | -13.5% |
| 1Y | +5.7% | +27.7% | -22.1% | -8.8% |
| 3Y | +44.8% | +33.0% | +11.8% | +15.1% |
| 5Y | -19.8% | -68.0% | +48.2% | -5.1% |
| All | -20.4% | -53.4% | +33.1% | -9.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling