+251.6%
TPR vs PCOR
-10.0%
+261.6%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | 0.0% | +7.1% | +7.1% |
| 7D | +13.9% | +23.7% | -9.8% | +7.8% |
| 30D | +14.9% | +39.0% | -24.1% | +5.7% |
| 3M | -15.4% | +35.8% | -51.1% | -22.5% |
| 6M | -4.5% | +38.2% | -42.7% | -13.9% |
| YTD | +6.0% | +3.9% | +2.1% | +1.8% |
| 1Y | +24.3% | +5.7% | +18.6% | +18.1% |
| 3Y | +412.8% | +44.8% | +368.1% | +326.5% |
| 5Y | +258.4% | -19.8% | +278.2% | +209.0% |
| All | +251.6% | -10.0% | +261.6% | +204.6% |
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