+57.8%
T vs PCOR
-11.9%
+69.7%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | 0.0% |
| 7D | +2.5% | +3.0% | -0.5% | +2.5% |
| 30D | -3.8% | +38.7% | -42.5% | -4.6% |
| 3M | -8.7% | +24.9% | -33.6% | -9.4% |
| 6M | -8.1% | +68.8% | -76.9% | -9.6% |
| YTD | -6.4% | +6.7% | -13.2% | -6.7% |
| 1Y | -9.8% | +3.0% | -12.8% | -9.9% |
| 3Y | +65.5% | +48.6% | +16.9% | +61.1% |
| All | +57.8% | -11.9% | +69.7% | +48.6% |
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