+50.4%
TER vs PCOR
-22.6%
+72.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | 0.0% | -15.2% | -15.2% |
| 7D | -28.2% | +23.7% | -51.9% | -32.9% |
| 30D | -50.6% | +39.0% | -89.6% | -55.5% |
| 3M | -45.3% | +35.8% | -81.1% | -51.2% |
| 6M | -40.4% | +38.2% | -78.6% | -48.0% |
| YTD | +10.0% | +3.9% | +6.1% | +3.9% |
| 1Y | +13.6% | +5.7% | +8.0% | +6.1% |
| 3Y | +145.2% | +44.8% | +100.4% | +93.4% |
| 5Y | +50.4% | -19.8% | +70.1% | +33.3% |
| All | +50.4% | -22.6% | +72.9% | +33.3% |
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 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