+54.4%
PSA vs PCOR
-10.0%
+64.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +7.4% | +23.7% | -16.3% | +5.0% |
| 30D | +19.1% | +39.0% | -19.9% | +15.2% |
| 3M | +5.1% | +35.8% | -30.7% | +1.7% |
| 6M | +16.2% | +38.2% | -22.0% | +11.7% |
| YTD | +35.2% | +3.9% | +31.2% | +33.3% |
| 1Y | +27.1% | +5.7% | +21.5% | +25.0% |
| 3Y | +51.7% | +44.8% | +6.9% | +40.3% |
| 5Y | +31.8% | -19.8% | +51.6% | +21.2% |
| All | +54.4% | -10.0% | +64.4% | +40.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling