-69.4%
SE vs PCOR
-7.6%
-61.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +0.9% |
| 7D | -0.5% | +3.0% | -3.5% | -2.0% |
| 30D | -20.9% | +38.7% | -59.6% | -33.8% |
| 3M | -38.9% | +24.9% | -63.7% | -46.4% |
| 6M | -19.4% | +68.8% | -88.2% | -40.9% |
| YTD | -40.9% | +6.7% | -47.6% | -46.3% |
| 1Y | -46.2% | +3.0% | -49.2% | -50.2% |
| 3Y | +63.7% | +48.6% | +15.1% | +5.6% |
| 5Y | -77.9% | -12.7% | -65.2% | -82.9% |
| All | -69.4% | -7.6% | -61.8% | -76.2% |
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 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