+16.8%
UL vs PCOR
-9.2%
+26.0%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | +2.6% | +20.7% | -18.2% | +2.0% |
| 30D | +6.8% | +35.7% | -28.9% | +5.9% |
| 3M | +5.7% | +31.1% | -25.3% | +4.9% |
| 6M | +15.9% | +43.1% | -27.3% | +14.7% |
| YTD | +4.3% | +4.8% | -0.6% | +3.7% |
| 1Y | -0.4% | -3.7% | +3.2% | -0.8% |
| 3Y | +35.0% | +46.5% | -11.6% | +31.4% |
| 5Y | +31.6% | -17.3% | +48.9% | +26.6% |
| All | +16.8% | -9.2% | +26.0% | +13.0% |
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