+240.4%
TPR vs PCOR
-43.0%
+283.4%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.3% | +4.3% | +1.1% |
| 7D | -2.3% | -9.0% | +6.7% | 0.0% |
| 30D | -23.0% | +4.2% | -27.1% | -24.4% |
| 3M | -12.5% | +14.4% | -26.9% | -16.7% |
| 6M | -21.4% | +0.2% | -21.6% | -23.8% |
| YTD | -3.5% | -20.3% | +16.7% | -0.4% |
| 1Y | +17.4% | -16.1% | +33.5% | +18.1% |
| 3Y | +291.3% | -14.7% | +306.0% | +274.3% |
| All | +240.4% | -43.0% | +283.4% | +221.1% |
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