+464.6%
PWR vs PCOR
-10.0%
+474.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | 0.0% | -12.3% | -12.3% |
| 7D | -19.9% | +23.7% | -43.5% | -22.8% |
| 30D | -29.3% | +39.0% | -68.3% | -33.2% |
| 3M | -25.5% | +35.8% | -61.2% | -29.8% |
| 6M | -34.0% | +38.2% | -72.2% | -38.4% |
| YTD | +20.7% | +3.9% | +16.8% | +18.1% |
| 1Y | +12.3% | +5.7% | +6.7% | +9.3% |
| 3Y | +201.9% | +44.8% | +157.1% | +166.6% |
| 5Y | +336.8% | -19.8% | +356.5% | +303.4% |
| All | +464.6% | -10.0% | +474.6% | +422.5% |
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 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