-69.2%
SE vs PCOR
-10.3%
-58.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | +2.0% | +22.7% | -20.7% | -8.7% |
| 30D | -20.0% | +37.5% | -57.5% | -32.7% |
| 3M | -31.8% | +35.2% | -67.0% | -42.8% |
| 6M | -15.9% | +42.2% | -58.1% | -32.7% |
| YTD | -40.6% | +3.6% | -44.2% | -45.3% |
| 1Y | -50.7% | -4.8% | -45.9% | -52.3% |
| 3Y | +70.3% | +48.3% | +21.9% | +9.0% |
| 5Y | -78.8% | -20.1% | -58.8% | -83.1% |
| All | -69.2% | -10.3% | -58.9% | -75.7% |
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