-14.1%
PCOR vs URA
+75.3%
-89.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.3% | +5.3% | +1.6% |
| 7D | +23.7% | -13.3% | +37.0% | +29.0% |
| 30D | +39.0% | -25.9% | +64.9% | +51.8% |
| 3M | +35.8% | -27.8% | +63.5% | +48.7% |
| 6M | +38.2% | -42.8% | +81.1% | +61.3% |
| YTD | +3.9% | -27.5% | +31.4% | +7.6% |
| 1Y | +5.7% | -35.1% | +40.8% | +13.5% |
| 3Y | +44.8% | +31.1% | +13.7% | +6.9% |
| 5Y | -19.8% | +29.8% | -49.5% | -46.0% |
| All | -14.1% | +75.3% | -89.4% | -45.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling