+43.2%
TER vs PCOR
+4.0%
+39.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +19.7% | -26.5% | -0.2% |
| 7D | -19.9% | +21.8% | -41.7% | -13.7% |
| 30D | -43.5% | +39.5% | -83.1% | -36.3% |
| 3M | -37.8% | +35.2% | -73.0% | -29.6% |
| 6M | -25.6% | +21.7% | -47.3% | -12.6% |
| YTD | +29.8% | +3.9% | +25.9% | +63.4% |
| 1Y | +43.2% | +6.9% | +36.2% | +79.3% |
| All | +43.2% | +4.0% | +39.1% | +79.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling