+36.5%
T vs PCOR
-10.0%
+46.5%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +4.3% | +23.7% | -19.4% | +3.7% |
| 30D | -9.7% | +39.0% | -48.7% | -10.5% |
| 3M | -4.3% | +35.8% | -40.1% | -5.2% |
| 6M | -13.7% | +38.2% | -51.9% | -14.6% |
| YTD | -8.0% | +3.9% | -11.9% | -8.2% |
| 1Y | -6.9% | +5.7% | -12.6% | -7.3% |
| 3Y | +59.7% | +44.8% | +15.0% | +55.7% |
| 5Y | +53.4% | -19.8% | +73.2% | +48.2% |
| All | +36.5% | -10.0% | +46.5% | +31.8% |
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