-53.7%
U vs PCOR
-30.9%
-22.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.3% | +3.3% | +2.4% |
| 7D | -3.8% | -9.0% | +5.2% | +3.6% |
| 30D | +17.5% | +4.2% | +13.3% | +12.6% |
| 3M | +38.7% | +14.4% | +24.3% | +21.4% |
| 6M | +104.4% | +0.2% | +104.2% | +92.7% |
| YTD | -5.7% | -20.3% | +14.6% | +8.0% |
| 1Y | +3.7% | -16.1% | +19.8% | +11.9% |
| 3Y | +12.3% | -14.7% | +27.0% | +7.1% |
| 5Y | -68.8% | -43.2% | -25.7% | -66.7% |
| All | -53.7% | -30.9% | -22.8% | -52.6% |
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