+75.9%
TER vs PCOR
-10.3%
+86.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +2.9% | +2.7% |
| 7D | -20.5% | +22.7% | -43.2% | -25.5% |
| 30D | -47.0% | +37.5% | -84.5% | -52.0% |
| 3M | -43.3% | +35.2% | -78.5% | -49.1% |
| 6M | -42.9% | +42.2% | -85.1% | -50.5% |
| YTD | +12.9% | +3.6% | +9.3% | +6.6% |
| 1Y | +18.2% | -4.8% | +22.9% | +15.7% |
| 3Y | +151.8% | +48.3% | +103.4% | +99.4% |
| 5Y | +54.2% | -20.1% | +74.3% | +34.7% |
| All | +75.9% | -10.3% | +86.3% | +55.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling