-2.1%
PFE vs PCOR
-10.0%
+7.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | -0.2% | +23.7% | -23.9% | -1.5% |
| 30D | +8.7% | +39.0% | -30.3% | +6.6% |
| 3M | +15.8% | +35.8% | -20.0% | +13.6% |
| 6M | +16.8% | +38.2% | -21.4% | +14.3% |
| YTD | +26.2% | +3.9% | +22.3% | +24.8% |
| 1Y | +29.9% | +5.7% | +24.3% | +28.4% |
| 3Y | +15.9% | +44.8% | -28.8% | +12.9% |
| 5Y | -20.6% | -19.8% | -0.8% | -25.1% |
| All | -2.1% | -10.0% | +7.9% | -7.5% |
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