+15.6%
PEP vs PCOR
-10.0%
+25.6%
-30.3%
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 | +6.7% | +23.7% | -17.0% | +6.2% |
| 30D | +13.5% | +39.0% | -25.5% | +12.7% |
| 3M | +3.9% | +35.8% | -31.8% | +3.2% |
| 6M | -6.0% | +38.2% | -44.2% | -6.8% |
| YTD | +2.5% | +3.9% | -1.5% | +2.1% |
| 1Y | +3.9% | +5.7% | -1.7% | +3.5% |
| 3Y | -4.7% | +44.8% | -49.4% | -6.9% |
| 5Y | +1.1% | -19.8% | +20.9% | -2.4% |
| All | +15.6% | -10.0% | +25.6% | +12.3% |
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