+102.4%
TER vs PCOR
-10.0%
+112.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +19.7% | -26.5% | -12.0% |
| 7D | -19.9% | +21.8% | -41.7% | -24.7% |
| 30D | -43.5% | +39.5% | -83.1% | -49.1% |
| 3M | -37.8% | +35.2% | -73.0% | -44.2% |
| 6M | -25.6% | +21.7% | -47.3% | -32.2% |
| YTD | +29.8% | +3.9% | +25.9% | +22.5% |
| 1Y | +43.2% | +6.9% | +36.2% | +33.0% |
| 3Y | +189.3% | +44.8% | +144.5% | +131.3% |
| 5Y | +76.9% | -21.9% | +98.9% | +55.2% |
| All | +102.4% | -10.0% | +112.4% | +78.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling