-14.4%
PCOR vs URA
+83.0%
-97.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.4% | -4.7% | -1.7% |
| 7D | +22.7% | -4.1% | +26.8% | +24.1% |
| 30D | +37.5% | -19.0% | +56.5% | +46.1% |
| 3M | +35.2% | -25.1% | +60.3% | +46.4% |
| 6M | +42.2% | -44.5% | +86.7% | +68.2% |
| YTD | +3.6% | -24.3% | +27.9% | +5.8% |
| 1Y | -4.8% | -28.1% | +23.4% | -1.1% |
| 3Y | +48.3% | +40.7% | +7.7% | +6.7% |
| 5Y | -20.1% | +35.5% | -55.5% | -46.9% |
| All | -14.4% | +83.0% | -97.4% | -46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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