+222.1%
PWR vs PCOR
+43.8%
+178.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.4% | +6.6% | +6.3% |
| 7D | -12.9% | +22.7% | -35.6% | -14.4% |
| 30D | -22.8% | +37.5% | -60.3% | -25.3% |
| 3M | -19.0% | +35.2% | -54.2% | -21.7% |
| 6M | -31.1% | +42.2% | -73.3% | -33.7% |
| YTD | +28.2% | +3.6% | +24.7% | +31.2% |
| 1Y | +22.2% | -4.8% | +27.0% | +28.1% |
| 3Y | +222.1% | +48.3% | +173.8% | +193.5% |
| All | +222.1% | +43.8% | +178.3% | +193.5% |
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