+98.3%
TER vs PCOR
-9.0%
+107.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +1.5% | +11.2% | +12.3% |
| 7D | -5.8% | +22.2% | -27.9% | -11.5% |
| 30D | -38.9% | +36.0% | -74.9% | -44.5% |
| 3M | -35.1% | +34.0% | -69.1% | -41.6% |
| 6M | -31.6% | +43.5% | -75.1% | -40.8% |
| YTD | +27.2% | +5.1% | +22.1% | +19.7% |
| 1Y | +35.2% | -3.9% | +39.2% | +32.3% |
| 3Y | +192.8% | +52.9% | +139.9% | +130.0% |
| 5Y | +72.4% | -18.7% | +91.1% | +50.0% |
| All | +98.3% | -9.0% | +107.3% | +74.3% |
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 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