+16.1%
PL vs PCOR
-10.0%
+26.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | 0.0% | -10.1% | -10.1% |
| 7D | -20.5% | +23.7% | -44.2% | -29.3% |
| 30D | -38.8% | +39.0% | -77.8% | -48.6% |
| 3M | -49.1% | +35.8% | -84.9% | -57.4% |
| 6M | -69.4% | +38.2% | -107.6% | -75.3% |
| YTD | -42.3% | +3.9% | -46.3% | -47.3% |
| 1Y | -14.2% | +5.7% | -19.9% | -23.1% |
| 3Y | +398.7% | +44.8% | +353.9% | +280.6% |
| 5Y | +11.1% | -19.8% | +30.9% | -7.1% |
| All | +16.1% | -10.0% | +26.1% | -2.9% |
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