-17.3%
PCOR vs S
-67.7%
+50.4%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | +20.7% | +1.4% | +19.3% | +19.6% |
| 30D | +35.7% | -10.8% | +46.5% | +41.1% |
| 3M | +31.1% | +5.4% | +25.7% | +25.0% |
| 6M | +43.1% | +41.2% | +1.9% | +18.5% |
| YTD | +4.8% | +56.2% | -51.4% | -17.1% |
| 1Y | -3.7% | +36.3% | -40.0% | -19.9% |
| 3Y | +46.5% | +49.4% | -2.9% | +8.2% |
| 5Y | -17.3% | -66.9% | +49.6% | +8.4% |
| All | -17.3% | -67.7% | +50.4% | +8.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling