+11.5%
PEP vs PCOR
-30.9%
+42.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.3% | +3.6% | -0.6% |
| 7D | -1.4% | -9.0% | +7.6% | -1.2% |
| 30D | +0.2% | +4.2% | -3.9% | +0.2% |
| 3M | -1.1% | +14.4% | -15.5% | -1.5% |
| 6M | -13.5% | +0.2% | -13.7% | -13.7% |
| YTD | -1.2% | -20.3% | +19.1% | -1.0% |
| 1Y | -1.6% | -16.1% | +14.6% | -1.6% |
| 3Y | -12.5% | -14.7% | +2.2% | -13.2% |
| 5Y | +3.0% | -43.2% | +46.2% | -0.1% |
| All | +11.5% | -30.9% | +42.4% | +9.0% |
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