+38.1%
PEG vs PCOR
-19.6%
+57.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.7% |
| 7D | -2.3% | +22.7% | -25.0% | -3.4% |
| 30D | +1.2% | +37.5% | -36.3% | -0.6% |
| 3M | -2.4% | +35.2% | -37.6% | -4.1% |
| 6M | -6.9% | +42.2% | -49.1% | -9.0% |
| YTD | -7.2% | +3.6% | -10.8% | -7.5% |
| 1Y | -8.9% | -4.8% | -4.1% | -8.6% |
| 3Y | +27.1% | +48.3% | -21.2% | +21.9% |
| All | +38.1% | -19.6% | +57.8% | +31.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling