+1.1%
UL vs PCOR
+4.0%
-2.9%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +19.7% | -16.4% | +2.4% |
| 7D | +4.7% | +21.8% | -17.2% | +3.7% |
| 30D | +11.6% | +39.5% | -28.0% | +10.2% |
| 3M | +5.3% | +35.2% | -29.9% | +4.1% |
| 6M | +16.0% | +21.7% | -5.7% | +13.4% |
| YTD | +5.0% | +3.9% | +1.0% | +2.2% |
| 1Y | +1.1% | +6.9% | -5.8% | -1.7% |
| All | +1.1% | +4.0% | -2.9% | -1.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling