+21.4%
PG vs PCOR
-30.9%
+52.4%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.3% | +3.9% | -0.4% |
| 7D | +1.9% | -9.0% | +10.8% | +1.8% |
| 30D | -0.2% | +4.2% | -4.4% | -0.2% |
| 3M | +4.8% | +14.4% | -9.6% | +4.8% |
| 6M | -6.1% | +0.2% | -6.3% | -6.1% |
| YTD | +4.5% | -20.3% | +24.7% | +4.5% |
| 1Y | -5.3% | -16.1% | +10.8% | -5.3% |
| 3Y | +2.6% | -14.7% | +17.3% | +2.3% |
| 5Y | +15.6% | -43.2% | +58.7% | +11.0% |
| All | +21.4% | -30.9% | +52.4% | +17.8% |
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