+53.4%
T vs PCOR
-19.6%
+73.1%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.9% |
| 7D | +1.0% | +22.7% | -21.7% | +0.4% |
| 30D | -10.6% | +37.5% | -48.1% | -11.4% |
| 3M | -7.7% | +35.2% | -42.9% | -8.6% |
| 6M | -13.3% | +42.2% | -55.5% | -14.3% |
| YTD | -8.8% | +3.6% | -12.3% | -9.0% |
| 1Y | -8.4% | -4.8% | -3.6% | -8.4% |
| 3Y | +59.6% | +48.3% | +11.3% | +55.3% |
| All | +53.4% | -19.6% | +73.1% | +44.4% |
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