+24.9%
PSA vs PCOR
-12.2%
+37.1%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.3% | +3.0% | -0.9% |
| 7D | -3.7% | -9.0% | +5.3% | -3.1% |
| 30D | -7.7% | +4.2% | -11.9% | -8.0% |
| 3M | -0.6% | +14.4% | -15.0% | -1.7% |
| 6M | -0.9% | +0.2% | -1.1% | -1.4% |
| YTD | +18.7% | -20.3% | +38.9% | +20.3% |
| 1Y | +7.6% | -16.1% | +23.8% | +8.3% |
| All | +24.9% | -12.2% | +37.1% | +23.1% |
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 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