+57.0%
RF vs PCOR
-10.3%
+67.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -0.9% | +22.7% | -23.6% | -5.1% |
| 30D | +6.0% | +37.5% | -31.4% | -0.7% |
| 3M | -8.9% | +35.2% | -44.1% | -14.8% |
| 6M | +2.3% | +42.2% | -39.9% | -6.0% |
| YTD | +7.6% | +3.6% | +4.0% | +4.5% |
| 1Y | +21.2% | -4.8% | +25.9% | +20.0% |
| 3Y | +108.5% | +48.3% | +60.2% | +85.6% |
| 5Y | +43.2% | -20.1% | +63.3% | +29.1% |
| All | +57.0% | -10.3% | +67.3% | +42.0% |
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