-4.1%
PEP vs PCOR
+52.3%
-56.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.2% |
| 7D | +4.6% | +20.7% | -16.1% | +4.6% |
| 30D | +14.0% | +35.7% | -21.7% | +14.1% |
| 3M | +5.4% | +31.1% | -25.7% | +5.5% |
| 6M | -5.1% | +43.1% | -48.3% | -5.3% |
| YTD | +3.1% | +4.8% | -1.7% | +2.8% |
| 1Y | +4.8% | -3.7% | +8.4% | +4.4% |
| 3Y | -4.1% | +46.5% | -50.7% | -4.1% |
| All | -4.1% | +52.3% | -56.5% | -4.1% |
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