+40.4%
PEG vs PCOR
-10.0%
+50.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -0.7% | +23.7% | -24.4% | -1.8% |
| 30D | +1.9% | +39.0% | -37.1% | +0.2% |
| 3M | -2.3% | +35.8% | -38.1% | -4.0% |
| 6M | -6.7% | +38.2% | -44.9% | -8.5% |
| YTD | -6.6% | +3.9% | -10.5% | -7.0% |
| 1Y | -5.3% | +5.7% | -11.0% | -5.9% |
| 3Y | +26.8% | +44.8% | -17.9% | +22.3% |
| 5Y | +34.7% | -19.8% | +54.5% | +28.7% |
| All | +40.4% | -10.0% | +50.4% | +34.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling