+56.4%
V vs PCOR
-14.4%
+70.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.3% | +3.3% | -0.5% |
| 7D | -1.7% | -9.0% | +7.2% | -0.6% |
| 30D | +2.0% | +4.2% | -2.2% | +1.3% |
| 3M | +17.4% | +14.4% | +2.9% | +14.9% |
| 6M | +17.5% | +0.2% | +17.3% | +16.3% |
| YTD | +7.6% | -20.3% | +27.8% | +9.3% |
| 1Y | +7.7% | -16.1% | +23.8% | +8.4% |
| All | +56.4% | -14.4% | +70.8% | +56.1% |
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 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