+41.7%
PG vs PCOR
-7.6%
+49.3%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.5% | +1.1% |
| 7D | +2.7% | +3.0% | -0.4% | +2.7% |
| 30D | +9.2% | +38.7% | -29.5% | +9.2% |
| 3M | +18.5% | +24.9% | -6.4% | +18.5% |
| 6M | +21.1% | +68.8% | -47.7% | +21.2% |
| YTD | +21.9% | +6.7% | +15.2% | +22.1% |
| 1Y | +18.1% | +3.0% | +15.1% | +18.2% |
| 3Y | +20.6% | +48.6% | -28.0% | +19.5% |
| 5Y | +31.8% | -12.7% | +44.5% | +27.1% |
| All | +41.7% | -7.6% | +49.3% | +37.6% |
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 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