+228.4%
TPR vs PCOR
-10.0%
+238.4%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +19.7% | -16.1% | -1.1% |
| 7D | +12.6% | +21.8% | -9.2% | +7.1% |
| 30D | +7.1% | +39.5% | -32.4% | -1.5% |
| 3M | -19.4% | +35.2% | -54.6% | -26.1% |
| 6M | -9.7% | +21.7% | -31.5% | -16.0% |
| YTD | -1.0% | +3.9% | -4.9% | -4.9% |
| 1Y | +19.3% | +6.9% | +12.4% | +12.9% |
| 3Y | +379.0% | +44.8% | +334.2% | +298.3% |
| 5Y | +239.1% | -21.9% | +261.0% | +193.6% |
| All | +228.4% | -10.0% | +238.4% | +184.4% |
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