+21.2%
PG vs PCOR
+43.2%
-22.0%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.3% | +1.8% |
| 7D | +2.9% | +22.2% | -19.3% | +3.5% |
| 30D | +12.0% | +36.0% | -24.0% | +13.2% |
| 3M | +16.2% | +34.0% | -17.8% | +17.4% |
| 6M | +16.6% | +43.5% | -26.9% | +18.0% |
| YTD | +20.9% | +5.1% | +15.7% | +21.3% |
| 1Y | +17.8% | -3.9% | +21.8% | +17.9% |
| 3Y | +21.2% | +52.9% | -31.7% | +21.5% |
| All | +21.2% | +43.2% | -22.0% | +21.5% |
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 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