+14.9%
PEP vs PCOR
-9.0%
+23.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.3% |
| 7D | +1.0% | +22.2% | -21.2% | +0.6% |
| 30D | +12.6% | +36.0% | -23.4% | +11.9% |
| 3M | +3.1% | +34.0% | -30.9% | +2.5% |
| 6M | -6.3% | +43.5% | -49.8% | -7.2% |
| YTD | +1.9% | +5.1% | -3.2% | +1.5% |
| 1Y | +3.3% | -3.9% | +7.2% | +3.1% |
| 3Y | -4.8% | +52.9% | -57.8% | -7.3% |
| 5Y | +2.0% | -18.7% | +20.7% | -1.5% |
| All | +14.9% | -9.0% | +23.9% | +11.7% |
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 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