-6.8%
PFE vs PCOR
-30.9%
+24.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.3% | +3.0% | -1.0% |
| 7D | +1.8% | -9.0% | +10.7% | +2.3% |
| 30D | +10.2% | +4.2% | +6.1% | +9.9% |
| 3M | +12.7% | +14.4% | -1.7% | +11.6% |
| 6M | +10.5% | +0.2% | +10.4% | +10.0% |
| YTD | +20.2% | -20.3% | +40.4% | +20.8% |
| 1Y | +24.1% | -16.1% | +40.2% | +24.3% |
| 3Y | -3.6% | -14.7% | +11.1% | -4.0% |
| 5Y | -20.9% | -43.2% | +22.3% | -24.5% |
| All | -6.8% | -30.9% | +24.2% | -10.5% |
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 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