+546.9%
PWR vs PCOR
-9.2%
+556.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.4% |
| 7D | -11.2% | +20.7% | -32.0% | -14.1% |
| 30D | -17.4% | +35.7% | -53.1% | -21.7% |
| 3M | -11.7% | +31.1% | -42.8% | -16.3% |
| 6M | -21.7% | +43.1% | -64.8% | -27.3% |
| YTD | +38.3% | +4.8% | +33.4% | +35.1% |
| 1Y | +29.6% | -3.7% | +33.2% | +29.2% |
| 3Y | +236.1% | +46.5% | +189.6% | +196.6% |
| 5Y | +406.3% | -17.3% | +423.6% | +366.1% |
| All | +546.9% | -9.2% | +556.1% | +498.0% |
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