+94.1%
V vs PCOR
-10.3%
+104.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +2.2% | +22.7% | -20.5% | -1.3% |
| 30D | +13.6% | +37.5% | -23.9% | +7.8% |
| 3M | +14.3% | +35.2% | -20.9% | +8.4% |
| 6M | +33.1% | +42.2% | -9.1% | +24.5% |
| YTD | +21.2% | +3.6% | +17.7% | +18.5% |
| 1Y | +26.4% | -4.8% | +31.2% | +25.2% |
| 3Y | +77.6% | +48.3% | +29.2% | +58.1% |
| 5Y | +102.6% | -20.1% | +122.7% | +84.5% |
| All | +94.1% | -10.3% | +104.4% | +75.4% |
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