+485.8%
PR vs PCOR
-30.9%
+516.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.3% | +2.7% | -0.6% |
| 7D | +2.9% | -9.0% | +11.9% | +5.1% |
| 30D | +18.0% | +4.2% | +13.9% | +16.6% |
| 3M | +16.9% | +14.4% | +2.4% | +12.3% |
| 6M | +28.2% | +0.2% | +28.0% | +25.8% |
| YTD | +69.3% | -20.3% | +89.6% | +74.9% |
| 1Y | +69.5% | -16.1% | +85.6% | +71.7% |
| 3Y | +81.7% | -14.7% | +96.4% | +77.4% |
| 5Y | +422.2% | -43.2% | +465.4% | +410.1% |
| All | +485.8% | -30.9% | +516.8% | +462.3% |
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