+261.5%
PSX vs PCOR
-9.2%
+270.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.7% | -0.9% |
| 7D | -7.8% | +20.7% | -28.5% | -10.2% |
| 30D | -9.9% | +35.7% | -45.5% | -13.6% |
| 3M | +16.9% | +31.1% | -14.1% | +12.2% |
| 6M | +48.0% | +43.1% | +4.8% | +39.6% |
| YTD | +98.3% | +4.8% | +93.5% | +94.2% |
| 1Y | +86.2% | -3.7% | +89.8% | +84.6% |
| 3Y | +144.0% | +46.5% | +97.4% | +127.9% |
| 5Y | +287.7% | -17.3% | +305.0% | +266.1% |
| All | +261.5% | -9.2% | +270.7% | +243.2% |
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