+48.9%
PPL vs PCOR
-10.0%
+58.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +19.7% | -19.6% | -0.8% |
| 7D | +1.8% | +21.8% | -20.0% | +0.9% |
| 30D | +8.4% | +39.5% | -31.1% | +6.9% |
| 3M | +2.4% | +35.2% | -32.9% | +0.9% |
| 6M | -4.0% | +21.7% | -25.7% | -5.0% |
| YTD | +4.5% | +3.9% | +0.5% | +3.9% |
| 1Y | +1.7% | +6.9% | -5.2% | +1.0% |
| 3Y | +55.5% | +44.8% | +10.7% | +49.3% |
| 5Y | +47.0% | -21.9% | +69.0% | +38.7% |
| All | +48.9% | -10.0% | +58.9% | +41.9% |
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