+556.1%
PWR vs PCOR
-9.0%
+565.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +1.5% | +7.9% | +9.1% |
| 7D | -4.8% | +22.2% | -27.0% | -8.0% |
| 30D | -16.2% | +36.0% | -52.2% | -20.6% |
| 3M | -11.9% | +34.0% | -45.9% | -16.8% |
| 6M | -20.6% | +43.5% | -64.1% | -26.3% |
| YTD | +40.3% | +5.1% | +35.1% | +37.0% |
| 1Y | +33.0% | -3.9% | +37.0% | +32.7% |
| 3Y | +250.0% | +52.9% | +197.1% | +206.2% |
| 5Y | +404.2% | -18.7% | +422.8% | +364.8% |
| All | +556.1% | -9.0% | +565.1% | +506.3% |
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 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