+78.6%
PR vs PCOR
+44.3%
+34.3%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +19.7% | -26.2% | -9.7% |
| 7D | -12.1% | +21.8% | -33.9% | -15.4% |
| 30D | +0.9% | +39.5% | -38.6% | -5.6% |
| 3M | +10.1% | +35.2% | -25.1% | +3.1% |
| 6M | +1.1% | +21.7% | -20.6% | -3.2% |
| YTD | +63.7% | +3.9% | +59.7% | +63.0% |
| 1Y | +87.0% | +6.9% | +80.1% | +83.9% |
| All | +78.6% | +44.3% | +34.3% | +55.8% |
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