+138.6%
PGR vs PCOR
-36.6%
+175.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -0.6% | -8.2% | +7.6% | -0.2% |
| 30D | +4.9% | -8.1% | +13.1% | +5.3% |
| 3M | +7.6% | +26.2% | -18.6% | +6.3% |
| 6M | +8.3% | -5.0% | +13.3% | +7.9% |
| YTD | +1.7% | -26.8% | +28.5% | +2.4% |
| 1Y | -6.8% | -24.6% | +17.7% | -6.5% |
| 3Y | +73.4% | -19.6% | +93.1% | +72.2% |
| 5Y | +161.2% | -42.4% | +203.6% | +155.7% |
| All | +138.6% | -36.6% | +175.2% | +134.3% |
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