-7.2%
PEG vs PCOR
-4.6%
-2.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | +2.6% | +20.7% | -18.2% | +3.6% |
| 30D | +3.3% | +35.7% | -32.3% | +5.2% |
| 3M | +1.1% | +31.1% | -30.0% | +2.7% |
| 6M | -1.4% | +43.1% | -44.6% | +0.6% |
| YTD | -4.6% | +4.8% | -9.4% | -4.8% |
| 1Y | -7.2% | -3.7% | -3.5% | -6.6% |
| All | -7.2% | -4.6% | -2.6% | -6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling