+16.6%
PEP vs PCOR
-7.7%
+24.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.4% | +0.2% |
| 7D | +1.1% | +2.5% | -1.5% | +1.0% |
| 30D | +13.6% | +37.9% | -24.3% | +12.9% |
| 3M | +5.1% | +32.0% | -26.9% | +4.4% |
| 6M | -1.6% | +54.7% | -56.3% | -2.7% |
| YTD | +3.3% | +6.6% | -3.2% | +2.9% |
| 1Y | +3.2% | -1.7% | +4.9% | +3.0% |
| 3Y | -3.9% | +49.0% | -52.9% | -6.2% |
| 5Y | +4.0% | -12.5% | +16.6% | +0.3% |
| All | +16.6% | -7.7% | +24.3% | +13.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling