+28.3%
PSA vs PCOR
-17.9%
+46.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | +0.8% | +20.7% | -20.0% | -1.3% |
| 30D | +15.9% | +35.7% | -19.8% | +12.1% |
| 3M | +4.2% | +31.1% | -26.9% | +1.0% |
| 6M | +10.1% | +43.1% | -33.0% | +5.3% |
| YTD | +33.3% | +4.8% | +28.5% | +31.4% |
| 1Y | +28.2% | -3.7% | +31.9% | +27.6% |
| 3Y | +54.9% | +46.5% | +8.3% | +42.0% |
| 5Y | +28.3% | -17.3% | +45.6% | +18.9% |
| All | +28.3% | -17.9% | +46.3% | +18.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling