+438.7%
PR vs PCOR
-10.0%
+448.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | 0.0% | -4.9% | -4.9% |
| 7D | -16.5% | +23.7% | -40.2% | -20.8% |
| 30D | -4.5% | +39.0% | -43.5% | -11.8% |
| 3M | +8.5% | +35.8% | -27.2% | +0.2% |
| 6M | -3.3% | +38.2% | -41.6% | -11.9% |
| YTD | +55.7% | +3.9% | +51.8% | +50.2% |
| 1Y | +82.0% | +5.7% | +76.4% | +74.6% |
| 3Y | +62.5% | +44.8% | +17.7% | +39.9% |
| 5Y | +223.9% | -19.8% | +243.7% | +194.6% |
| All | +438.7% | -10.0% | +448.7% | +383.1% |
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