-45.8%
U vs PCOR
-10.0%
-35.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.9% | 0.0% | +14.9% | +14.9% |
| 7D | +24.3% | +23.7% | +0.6% | +3.4% |
| 30D | +8.6% | +39.0% | -30.4% | -17.8% |
| 3M | +37.6% | +35.8% | +1.8% | +4.2% |
| 6M | +78.5% | +38.2% | +40.3% | +30.2% |
| YTD | +10.5% | +3.9% | +6.6% | -0.1% |
| 1Y | +15.2% | +5.7% | +9.5% | +1.2% |
| 3Y | +76.6% | +44.8% | +31.8% | +6.9% |
| 5Y | -67.9% | -19.8% | -48.1% | -73.3% |
| All | -45.8% | -10.0% | -35.8% | -56.1% |
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