-68.1%
SE vs PCOR
-43.0%
-25.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.3% | +3.4% | +1.4% |
| 7D | -6.1% | -9.0% | +2.9% | -1.4% |
| 30D | -2.5% | +4.2% | -6.6% | -5.3% |
| 3M | +21.7% | +14.4% | +7.3% | +10.9% |
| 6M | +27.0% | +0.2% | +26.8% | +21.0% |
| YTD | -12.1% | -20.3% | +8.1% | -5.8% |
| 1Y | -40.9% | -16.1% | -24.8% | -39.9% |
| 3Y | +191.0% | -14.7% | +205.7% | +157.3% |
| All | -68.1% | -43.0% | -25.0% | -68.9% |
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