-3.7%
PFE vs PCOR
-10.3%
+6.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.3% | -1.6% |
| 7D | -3.7% | +22.7% | -26.4% | -4.9% |
| 30D | +5.0% | +37.5% | -32.5% | +3.0% |
| 3M | +12.2% | +35.2% | -23.0% | +10.1% |
| 6M | +14.6% | +42.2% | -27.7% | +11.9% |
| YTD | +24.1% | +3.6% | +20.6% | +22.8% |
| 1Y | +26.6% | -4.8% | +31.3% | +25.8% |
| 3Y | +14.3% | +48.3% | -34.0% | +11.3% |
| 5Y | -21.9% | -20.1% | -1.8% | -26.4% |
| All | -3.7% | -10.3% | +6.6% | -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 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