+42.7%
PEG vs PCOR
-7.7%
+50.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.6% |
| 7D | +1.5% | +2.5% | -1.1% | +1.3% |
| 30D | +5.0% | +37.9% | -32.9% | +3.3% |
| 3M | -0.3% | +32.0% | -32.3% | -1.9% |
| 6M | -2.7% | +54.7% | -57.4% | -5.2% |
| YTD | -5.1% | +6.6% | -11.6% | -5.6% |
| 1Y | -8.3% | -1.7% | -6.6% | -8.2% |
| 3Y | +33.0% | +49.0% | -15.9% | +28.1% |
| 5Y | +41.3% | -12.5% | +53.8% | +34.8% |
| All | +42.7% | -7.7% | +50.4% | +36.7% |
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