+31.1%
UL vs PCOR
-19.6%
+50.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.2% | -2.5% |
| 7D | +1.1% | +22.7% | -21.6% | +0.5% |
| 30D | +8.2% | +37.5% | -29.2% | +7.2% |
| 3M | +4.5% | +35.2% | -30.6% | +3.6% |
| 6M | +12.6% | +42.2% | -29.7% | +11.2% |
| YTD | +3.5% | +3.6% | 0.0% | +2.9% |
| 1Y | -0.4% | -4.8% | +4.3% | -0.8% |
| 3Y | +36.0% | +48.3% | -12.4% | +31.4% |
| All | +31.1% | -19.6% | +50.7% | +28.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling