+26.3%
UL vs PCOR
-14.4%
+40.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.3% | +4.2% | -0.1% |
| 7D | -1.3% | -9.0% | +7.6% | -1.4% |
| 30D | +0.5% | +4.2% | -3.7% | +0.6% |
| 3M | +17.6% | +14.4% | +3.2% | +17.7% |
| 6M | -5.4% | +0.2% | -5.5% | -5.5% |
| YTD | +0.7% | -20.3% | +21.0% | 0.0% |
| 1Y | -9.3% | -16.1% | +6.9% | -9.7% |
| All | +26.3% | -14.4% | +40.7% | +25.5% |
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