+45.2%
PPL vs PCOR
-30.9%
+76.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.3% | +4.3% | +0.2% |
| 7D | +2.7% | -9.0% | +11.6% | +3.0% |
| 30D | +0.5% | +4.2% | -3.7% | +0.2% |
| 3M | +0.7% | +14.4% | -13.8% | -0.1% |
| 6M | -7.6% | +0.2% | -7.8% | -7.9% |
| YTD | +1.8% | -20.3% | +22.1% | +2.5% |
| 1Y | -0.8% | -16.1% | +15.4% | -0.5% |
| 3Y | +56.9% | -14.7% | +71.6% | +54.9% |
| 5Y | +39.5% | -43.2% | +82.7% | +33.0% |
| All | +45.2% | -30.9% | +76.1% | +40.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling