-41.4%
PCOR vs URA
+128.0%
-169.4%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.8% | -5.0% | -4.5% |
| 7D | -9.0% | +1.1% | -10.0% | -9.3% |
| 30D | +4.2% | +7.4% | -3.2% | +1.5% |
| 3M | +14.4% | -8.4% | +22.8% | +16.7% |
| 6M | +0.2% | -12.7% | +12.9% | +2.3% |
| YTD | -20.3% | +7.8% | -28.0% | -26.8% |
| 1Y | -16.1% | +19.5% | -35.6% | -28.4% |
| 3Y | -14.7% | +116.4% | -131.1% | -48.5% |
| All | -41.4% | +128.0% | -169.4% | -67.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling