+161.9%
PM vs PCOR
-10.3%
+172.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.8% |
| 7D | -5.2% | +22.7% | -28.0% | -5.4% |
| 30D | +2.7% | +37.5% | -34.8% | +2.5% |
| 3M | +6.1% | +35.2% | -29.1% | +5.9% |
| 6M | +18.0% | +42.2% | -24.2% | +17.6% |
| YTD | +26.6% | +3.6% | +23.0% | +26.7% |
| 1Y | +36.7% | -4.8% | +41.4% | +37.0% |
| 3Y | +146.0% | +48.3% | +97.7% | +141.7% |
| 5Y | +164.1% | -20.1% | +184.2% | +163.5% |
| All | +161.9% | -10.3% | +172.2% | +163.3% |
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 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