+34.3%
PEG vs PCOR
+47.4%
-13.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | +2.6% | +20.7% | -18.2% | +1.8% |
| 30D | +3.3% | +35.7% | -32.3% | +2.2% |
| 3M | +1.1% | +31.1% | -30.0% | 0.0% |
| 6M | -1.4% | +43.1% | -44.6% | -2.9% |
| YTD | -4.6% | +4.8% | -9.4% | -3.8% |
| 1Y | -7.2% | -3.7% | -3.5% | -5.7% |
| All | +34.3% | +47.4% | -13.1% | +26.7% |
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 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