+85.1%
PL vs PCOR
-30.9%
+116.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.3% | +3.0% | +0.8% |
| 7D | -9.3% | -9.0% | -0.3% | -5.2% |
| 30D | -18.9% | +4.2% | -23.1% | -21.2% |
| 3M | -58.4% | +14.4% | -72.8% | -61.8% |
| 6M | -30.3% | +0.2% | -30.5% | -33.7% |
| YTD | -8.1% | -20.3% | +12.1% | -2.4% |
| 1Y | +180.5% | -16.1% | +196.6% | +187.1% |
| 3Y | +444.1% | -14.7% | +458.9% | +441.4% |
| 5Y | +83.0% | -43.2% | +126.2% | +77.8% |
| All | +85.1% | -30.9% | +116.0% | +79.8% |
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 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