+592.5%
PWR vs PCOR
-30.9%
+623.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.3% | +5.0% | +1.4% |
| 7D | +3.6% | -9.0% | +12.6% | +5.2% |
| 30D | -8.6% | +4.2% | -12.7% | -9.5% |
| 3M | -13.2% | +14.4% | -27.6% | -15.6% |
| 6M | +9.9% | +0.2% | +9.7% | +8.2% |
| YTD | +48.0% | -20.3% | +68.3% | +52.2% |
| 1Y | +66.2% | -16.1% | +82.3% | +68.1% |
| 3Y | +195.1% | -14.7% | +209.8% | +188.3% |
| 5Y | +442.6% | -43.2% | +485.7% | +429.0% |
| All | +592.5% | -30.9% | +623.5% | +573.2% |
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