+68.7%
RF vs PCOR
-30.9%
+99.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.3% | +4.2% | +0.8% |
| 7D | +1.3% | -9.0% | +10.3% | +3.2% |
| 30D | -3.6% | +4.2% | -7.8% | -4.7% |
| 3M | +8.1% | +14.4% | -6.3% | +4.4% |
| 6M | +11.5% | +0.2% | +11.3% | +9.5% |
| YTD | +15.6% | -20.3% | +35.8% | +18.8% |
| 1Y | +15.7% | -16.1% | +31.8% | +17.1% |
| 3Y | +86.9% | -14.7% | +101.6% | +84.1% |
| 5Y | +89.8% | -43.2% | +133.0% | +79.9% |
| All | +68.7% | -30.9% | +99.6% | +61.4% |
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