+59.9%
PPL vs PCOR
-14.4%
+74.3%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.3% | +4.3% | 0.0% |
| 7D | +2.7% | -9.0% | +11.6% | +2.7% |
| 30D | +0.5% | +4.2% | -3.7% | +0.4% |
| 3M | +0.7% | +14.4% | -13.8% | +0.5% |
| 6M | -7.6% | +0.2% | -7.8% | -7.6% |
| YTD | +1.8% | -20.3% | +22.1% | +2.0% |
| 1Y | -0.8% | -16.1% | +15.4% | -0.7% |
| All | +59.9% | -14.4% | +74.3% | +56.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling