+155.6%
PM vs PCOR
-9.0%
+164.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.5% | -3.9% | -2.4% |
| 7D | -7.3% | +22.2% | -29.5% | -7.4% |
| 30D | -4.0% | +36.0% | -40.0% | -4.2% |
| 3M | +2.7% | +34.0% | -31.3% | +2.5% |
| 6M | +14.9% | +43.5% | -28.7% | +14.5% |
| YTD | +23.5% | +5.1% | +18.4% | +23.6% |
| 1Y | +30.4% | -3.9% | +34.3% | +30.6% |
| 3Y | +143.2% | +52.9% | +90.3% | +138.8% |
| 5Y | +159.5% | -18.7% | +178.1% | +158.8% |
| All | +155.6% | -9.0% | +164.6% | +156.9% |
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