+220.0%
TPR vs PCOR
-30.9%
+251.0%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.3% | +4.3% | +1.0% |
| 7D | -2.3% | -9.0% | +6.7% | -0.1% |
| 30D | -23.0% | +4.2% | -27.1% | -24.3% |
| 3M | -12.5% | +14.4% | -26.9% | -16.5% |
| 6M | -21.4% | +0.2% | -21.6% | -23.7% |
| YTD | -3.5% | -20.3% | +16.7% | -0.6% |
| 1Y | +17.4% | -16.1% | +33.5% | +18.0% |
| 3Y | +291.3% | -14.7% | +306.0% | +275.4% |
| 5Y | +241.9% | -43.2% | +285.1% | +217.3% |
| All | +220.0% | -30.9% | +251.0% | +197.5% |
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