+27.1%
PEG vs PCOR
+43.8%
-16.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.7% |
| 7D | -2.3% | +22.7% | -25.0% | -3.0% |
| 30D | +1.2% | +37.5% | -36.3% | 0.0% |
| 3M | -2.4% | +35.2% | -37.6% | -3.6% |
| 6M | -6.9% | +42.2% | -49.1% | -8.3% |
| YTD | -7.2% | +3.6% | -10.8% | -6.5% |
| 1Y | -8.9% | -4.8% | -4.1% | -7.4% |
| 3Y | +27.1% | +48.3% | -21.2% | +19.6% |
| All | +27.1% | +43.8% | -16.7% | +19.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling