+141.2%
PSX vs PCOR
-14.4%
+155.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.3% | +4.4% | +0.9% |
| 7D | +4.5% | -9.0% | +13.5% | +6.3% |
| 30D | +26.6% | +4.2% | +22.4% | +25.4% |
| 3M | +39.3% | +14.4% | +24.8% | +35.0% |
| 6M | +56.8% | +0.2% | +56.6% | +54.6% |
| YTD | +101.8% | -20.3% | +122.1% | +108.7% |
| 1Y | +99.6% | -16.1% | +115.7% | +102.7% |
| All | +141.2% | -14.4% | +155.6% | +137.3% |
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