-0.4%
PL vs PCOR
+4.0%
-4.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +19.7% | -26.0% | -6.1% |
| 7D | -11.7% | +21.8% | -33.6% | -11.5% |
| 30D | -27.1% | +39.5% | -66.7% | -27.3% |
| 3M | -44.6% | +35.2% | -79.8% | -44.6% |
| 6M | -67.2% | +21.7% | -88.9% | -65.8% |
| YTD | -35.9% | +3.9% | -39.8% | -33.1% |
| 1Y | -0.4% | +6.9% | -7.3% | +3.3% |
| All | -0.4% | +4.0% | -4.4% | +3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling