-69.3%
SE vs PCOR
-10.0%
-59.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | 0.0% | -5.7% | -5.7% |
| 7D | -1.2% | +23.7% | -24.9% | -11.9% |
| 30D | -21.7% | +39.0% | -60.6% | -34.5% |
| 3M | -34.2% | +35.8% | -69.9% | -44.9% |
| 6M | -10.5% | +38.2% | -48.7% | -27.3% |
| YTD | -40.7% | +3.9% | -44.6% | -45.4% |
| 1Y | -52.1% | +5.7% | -57.7% | -56.7% |
| 3Y | +68.9% | +44.8% | +24.1% | +10.1% |
| 5Y | -78.9% | -19.8% | -59.1% | -83.2% |
| All | -69.3% | -10.0% | -59.3% | -75.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling