-78.0%
SE vs PCOR
-19.6%
-58.3%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | +2.0% | +22.7% | -20.7% | -9.1% |
| 30D | -20.0% | +37.5% | -57.5% | -33.2% |
| 3M | -31.8% | +35.2% | -67.0% | -43.2% |
| 6M | -15.9% | +42.2% | -58.1% | -33.3% |
| YTD | -40.6% | +3.6% | -44.2% | -45.4% |
| 1Y | -50.7% | -4.8% | -45.9% | -52.3% |
| 3Y | +70.3% | +48.3% | +21.9% | +4.6% |
| All | -78.0% | -19.6% | -58.3% | -82.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling