+163.4%
PM vs PCOR
-7.6%
+171.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.2% |
| 7D | +0.5% | +3.0% | -2.5% | +0.5% |
| 30D | -3.2% | +38.7% | -41.9% | -3.4% |
| 3M | +6.2% | +24.9% | -18.6% | +6.1% |
| 6M | +7.7% | +68.8% | -61.1% | +7.2% |
| YTD | +27.3% | +6.7% | +20.6% | +27.4% |
| 1Y | +32.8% | +3.0% | +29.8% | +32.9% |
| 3Y | +150.0% | +48.6% | +101.4% | +145.8% |
| 5Y | +164.2% | -12.7% | +176.9% | +162.5% |
| All | +163.4% | -7.6% | +171.0% | +164.6% |
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