+17.2%
UL vs PCOR
-7.6%
+24.8%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.1% |
| 7D | +1.1% | +3.0% | -1.9% | +1.0% |
| 30D | +4.5% | +38.7% | -34.2% | +3.6% |
| 3M | +6.5% | +24.9% | -18.4% | +5.7% |
| 6M | +18.2% | +68.8% | -50.6% | +16.6% |
| YTD | +4.7% | +6.7% | -2.0% | +4.0% |
| 1Y | +0.8% | +3.0% | -2.2% | +0.2% |
| 3Y | +35.9% | +48.6% | -12.7% | +32.2% |
| 5Y | +33.4% | -12.7% | +46.1% | +28.4% |
| All | +17.2% | -7.6% | +24.8% | +13.4% |
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 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