+72.3%
V vs PCOR
-30.9%
+103.2%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.3% | +3.3% | -0.3% |
| 7D | -1.7% | -9.0% | +7.2% | -0.3% |
| 30D | +2.0% | +4.2% | -2.2% | +1.1% |
| 3M | +17.4% | +14.4% | +2.9% | +14.3% |
| 6M | +17.5% | +0.2% | +17.3% | +16.1% |
| YTD | +7.6% | -20.3% | +27.8% | +10.0% |
| 1Y | +7.7% | -16.1% | +23.8% | +8.7% |
| 3Y | +54.7% | -14.7% | +69.4% | +51.2% |
| 5Y | +73.0% | -43.2% | +116.2% | +64.7% |
| All | +72.3% | -30.9% | +103.2% | +62.9% |
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