+19.0%
UL vs PCOR
-10.0%
+29.0%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +5.5% | +23.7% | -18.2% | +4.9% |
| 30D | +11.4% | +39.0% | -27.6% | +10.4% |
| 3M | +6.0% | +35.8% | -29.8% | +5.1% |
| 6M | +18.0% | +38.2% | -20.2% | +16.8% |
| YTD | +6.2% | +3.9% | +2.3% | +5.6% |
| 1Y | +1.5% | +5.7% | -4.2% | +0.9% |
| 3Y | +39.8% | +44.8% | -5.0% | +36.1% |
| 5Y | +34.3% | -19.8% | +54.1% | +29.1% |
| All | +19.0% | -10.0% | +29.0% | +15.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling