+411.1%
PWR vs PCOR
-11.9%
+423.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.8% |
| 7D | +11.3% | +3.0% | +8.3% | +10.8% |
| 30D | -8.9% | +38.7% | -47.5% | -14.0% |
| 3M | -10.5% | +24.9% | -35.4% | -14.3% |
| 6M | -22.2% | +68.8% | -90.9% | -30.2% |
| YTD | +42.7% | +6.7% | +36.0% | +39.3% |
| 1Y | +41.1% | +3.0% | +38.1% | +38.9% |
| 3Y | +242.7% | +48.6% | +194.1% | +199.3% |
| All | +411.1% | -11.9% | +423.0% | +388.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling