+202.8%
TER vs PCOR
-43.0%
+245.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -4.3% | +9.7% | +6.8% |
| 7D | +0.6% | -9.0% | +9.6% | +3.5% |
| 30D | -8.3% | +4.2% | -12.4% | -10.1% |
| 3M | -12.2% | +14.4% | -26.6% | -17.4% |
| 6M | +17.1% | +0.2% | +16.9% | +12.1% |
| YTD | +84.7% | -20.3% | +104.9% | +91.2% |
| 1Y | +199.9% | -16.1% | +216.1% | +201.1% |
| 3Y | +232.8% | -14.7% | +247.5% | +218.3% |
| All | +202.8% | -43.0% | +245.9% | +199.7% |
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