+18.3%
PG vs PCOR
-35.6%
+53.8%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.6% | +1.6% | -2.0% |
| 7D | -3.4% | -9.0% | +5.6% | -3.4% |
| 30D | -2.6% | -7.0% | +4.4% | -2.6% |
| 3M | -3.3% | +18.3% | -21.7% | -3.3% |
| 6M | -6.7% | -7.8% | +1.1% | -6.8% |
| YTD | +1.7% | -25.6% | +27.3% | +1.8% |
| 1Y | -7.9% | -22.7% | +14.8% | -7.9% |
| 3Y | +0.9% | -17.7% | +18.6% | +0.5% |
| 5Y | +12.6% | -42.0% | +54.7% | +8.4% |
| All | +18.3% | -35.6% | +53.8% | +14.7% |
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