+24.8%
PL vs PCOR
-21.0%
+45.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +19.7% | -26.0% | -16.0% |
| 7D | -11.7% | +21.8% | -33.6% | -21.6% |
| 30D | -27.1% | +39.5% | -66.7% | -39.8% |
| 3M | -44.6% | +35.2% | -79.8% | -54.2% |
| 6M | -67.2% | +21.7% | -88.9% | -72.1% |
| YTD | -35.9% | +3.9% | -39.8% | -41.8% |
| 1Y | -0.4% | +6.9% | -7.3% | -12.4% |
| 3Y | +454.8% | +44.8% | +410.1% | +306.7% |
| 5Y | +24.8% | -21.9% | +46.7% | +13.7% |
| All | +24.8% | -21.0% | +45.7% | +13.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling