+57.5%
RF vs PCOR
-10.0%
+67.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -1.6% | +23.7% | -25.3% | -5.9% |
| 30D | +5.0% | +39.0% | -34.0% | -1.9% |
| 3M | -10.0% | +35.8% | -45.7% | -15.9% |
| 6M | +3.3% | +38.2% | -34.9% | -4.5% |
| YTD | +7.9% | +3.9% | +4.0% | +4.8% |
| 1Y | +21.2% | +5.7% | +15.6% | +17.0% |
| 3Y | +105.8% | +44.8% | +61.0% | +83.9% |
| 5Y | +43.7% | -19.8% | +63.5% | +29.5% |
| All | +57.5% | -10.0% | +67.5% | +42.4% |
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