+35.0%
UL vs PCOR
+52.3%
-17.4%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | +2.6% | +20.7% | -18.2% | +2.4% |
| 30D | +6.8% | +35.7% | -28.9% | +6.6% |
| 3M | +5.7% | +31.1% | -25.3% | +5.5% |
| 6M | +15.9% | +43.1% | -27.3% | +15.5% |
| YTD | +4.3% | +4.8% | -0.6% | +3.4% |
| 1Y | -0.4% | -3.7% | +3.2% | -1.4% |
| 3Y | +35.0% | +46.5% | -11.6% | +31.8% |
| All | +35.0% | +52.3% | -17.4% | +31.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling