-38.9%
PCOR vs S
-56.8%
+17.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.4% | -4.7% | -4.4% |
| 7D | -9.0% | -7.7% | -1.3% | -5.9% |
| 30D | +4.2% | -5.3% | +9.5% | +6.2% |
| 3M | +14.4% | +20.3% | -5.8% | +4.7% |
| 6M | +0.2% | +47.4% | -47.2% | -16.5% |
| YTD | -20.3% | +32.5% | -52.8% | -30.2% |
| 1Y | -16.1% | +9.5% | -25.7% | -21.4% |
| 3Y | -14.7% | +15.5% | -30.2% | -26.7% |
| 5Y | -43.2% | -71.2% | +28.0% | -29.4% |
| All | -38.9% | -56.8% | +17.9% | -26.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling