+44.1%
PEG vs PCOR
-9.0%
+53.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.5% | +1.8% | +3.3% |
| 7D | +0.9% | +22.2% | -21.3% | -0.2% |
| 30D | +3.8% | +36.0% | -32.2% | +2.2% |
| 3M | +0.1% | +34.0% | -33.9% | -1.6% |
| 6M | -1.0% | +43.5% | -44.5% | -3.1% |
| YTD | -4.1% | +5.1% | -9.2% | -4.5% |
| 1Y | -6.9% | -3.9% | -2.9% | -6.7% |
| 3Y | +35.6% | +52.9% | -17.3% | +30.4% |
| 5Y | +42.8% | -18.7% | +61.4% | +36.4% |
| All | +44.1% | -9.0% | +53.1% | +38.2% |
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