-42.8%
U vs PCOR
-10.3%
-32.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.4% | +5.9% | +5.8% |
| 7D | +36.6% | +22.7% | +13.9% | +14.4% |
| 30D | +13.3% | +37.5% | -24.1% | -13.5% |
| 3M | +26.2% | +35.2% | -9.0% | -4.1% |
| 6M | +88.7% | +42.2% | +46.5% | +34.5% |
| YTD | +16.6% | +3.6% | +13.0% | +5.7% |
| 1Y | +29.0% | -4.8% | +33.7% | +25.7% |
| 3Y | +99.5% | +48.3% | +51.2% | +17.8% |
| 5Y | -66.1% | -20.1% | -46.1% | -71.8% |
| All | -42.8% | -10.3% | -32.5% | -53.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling