+45.8%
PEG vs PCOR
-7.6%
+53.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.4% |
| 7D | +4.5% | +3.0% | +1.5% | +4.4% |
| 30D | +7.5% | +38.7% | -31.1% | +5.7% |
| 3M | +0.8% | +24.9% | -24.0% | -0.4% |
| 6M | 0.0% | +68.8% | -68.8% | -3.0% |
| YTD | -3.0% | +6.7% | -9.8% | -3.5% |
| 1Y | -4.7% | +3.0% | -7.7% | -5.0% |
| 3Y | +36.5% | +48.6% | -12.1% | +31.4% |
| 5Y | +44.4% | -12.7% | +57.0% | +37.7% |
| All | +45.8% | -7.6% | +53.4% | +39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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