+421.8%
TPR vs PCOR
+44.3%
+377.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | 0.0% | +7.1% | +7.1% |
| 7D | +13.9% | +23.7% | -9.8% | +9.7% |
| 30D | +14.9% | +39.0% | -24.1% | +8.5% |
| 3M | -15.4% | +35.8% | -51.1% | -20.4% |
| 6M | -4.5% | +38.2% | -42.7% | -11.1% |
| YTD | +6.0% | +3.9% | +2.1% | +5.3% |
| 1Y | +24.3% | +5.7% | +18.6% | +22.2% |
| All | +421.8% | +44.3% | +377.5% | +340.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling