+16.2%
PFE vs PCOR
+44.3%
-28.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | -0.2% | +23.7% | -23.9% | -2.3% |
| 30D | +8.7% | +39.0% | -30.3% | +5.2% |
| 3M | +15.8% | +35.8% | -20.0% | +12.2% |
| 6M | +16.8% | +38.2% | -21.4% | +12.6% |
| YTD | +26.2% | +3.9% | +22.3% | +24.5% |
| 1Y | +29.9% | +5.7% | +24.3% | +27.8% |
| All | +16.2% | +44.3% | -28.1% | +10.4% |
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