+14.3%
PFE vs PCOR
+43.8%
-29.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.3% | -1.6% |
| 7D | -3.7% | +22.7% | -26.4% | -5.7% |
| 30D | +5.0% | +37.5% | -32.5% | +1.7% |
| 3M | +12.2% | +35.2% | -23.0% | +8.7% |
| 6M | +14.6% | +42.2% | -27.7% | +10.1% |
| YTD | +24.1% | +3.6% | +20.6% | +22.5% |
| 1Y | +26.6% | -4.8% | +31.3% | +26.0% |
| 3Y | +14.3% | +48.3% | -34.0% | +8.6% |
| All | +14.3% | +43.8% | -29.5% | +8.6% |
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