+256.3%
PSX vs PCOR
-10.0%
+266.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | 0.0% | -4.8% | -4.8% |
| 7D | -9.7% | +23.7% | -33.4% | -12.4% |
| 30D | -8.4% | +39.0% | -47.4% | -12.6% |
| 3M | +22.6% | +35.8% | -13.1% | +17.1% |
| 6M | +38.8% | +38.2% | +0.5% | +31.5% |
| YTD | +95.5% | +3.9% | +91.5% | +91.5% |
| 1Y | +87.1% | +5.7% | +81.4% | +82.7% |
| 3Y | +133.5% | +44.8% | +88.7% | +118.4% |
| 5Y | +280.9% | -19.8% | +300.7% | +261.0% |
| All | +256.3% | -10.0% | +266.3% | +238.6% |
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