+87.0%
PR vs PCOR
+4.0%
+83.0%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +19.7% | -26.2% | -5.3% |
| 7D | -12.1% | +21.8% | -33.9% | -10.9% |
| 30D | +0.9% | +39.5% | -38.6% | +2.5% |
| 3M | +10.1% | +35.2% | -25.1% | +11.9% |
| 6M | +1.1% | +21.7% | -20.6% | +3.9% |
| YTD | +63.7% | +3.9% | +59.7% | +71.0% |
| 1Y | +87.0% | +6.9% | +80.1% | +93.0% |
| All | +87.0% | +4.0% | +83.0% | +93.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling