+168.1%
PM vs PCOR
-19.6%
+187.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.8% |
| 7D | -5.2% | +22.7% | -28.0% | -5.2% |
| 30D | +2.7% | +37.5% | -34.8% | +2.7% |
| 3M | +6.1% | +35.2% | -29.1% | +6.1% |
| 6M | +18.0% | +42.2% | -24.2% | +17.9% |
| YTD | +26.6% | +3.6% | +23.0% | +26.8% |
| 1Y | +36.7% | -4.8% | +41.4% | +37.0% |
| 3Y | +146.0% | +48.3% | +97.7% | +142.7% |
| All | +168.1% | -19.6% | +187.7% | +159.0% |
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