+40.8%
PG vs PCOR
-9.2%
+50.0%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | +4.1% | +20.7% | -16.6% | +4.1% |
| 30D | +12.3% | +35.7% | -23.4% | +12.3% |
| 3M | +15.9% | +31.1% | -15.1% | +16.0% |
| 6M | +16.8% | +43.1% | -26.3% | +16.8% |
| YTD | +21.1% | +4.8% | +16.3% | +21.2% |
| 1Y | +19.3% | -3.7% | +22.9% | +19.5% |
| 3Y | +20.6% | +46.5% | -26.0% | +19.5% |
| 5Y | +30.7% | -17.3% | +48.0% | +25.9% |
| All | +40.8% | -9.2% | +50.0% | +36.7% |
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