+254.4%
PSX vs PCOR
-10.3%
+264.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.5% |
| 7D | -13.1% | +22.7% | -35.8% | -15.6% |
| 30D | -9.5% | +37.5% | -47.0% | -13.5% |
| 3M | +20.2% | +35.2% | -15.0% | +14.8% |
| 6M | +44.9% | +42.2% | +2.7% | +36.7% |
| YTD | +94.4% | +3.6% | +90.8% | +90.6% |
| 1Y | +83.1% | -4.8% | +87.8% | +81.7% |
| 3Y | +132.2% | +48.3% | +83.8% | +116.7% |
| 5Y | +278.8% | -20.1% | +298.9% | +259.2% |
| All | +254.4% | -10.3% | +264.7% | +236.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling