+24.3%
W vs PCOR
+4.0%
+20.2%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +19.7% | -8.7% | +5.0% |
| 7D | +8.4% | +21.8% | -13.5% | +2.0% |
| 30D | +16.5% | +39.5% | -23.0% | +5.7% |
| 3M | +6.4% | +35.2% | -28.8% | -3.1% |
| 6M | +90.5% | +21.7% | +68.8% | +74.9% |
| YTD | +23.1% | +3.9% | +19.1% | +12.6% |
| 1Y | +24.3% | +6.9% | +17.3% | +13.2% |
| All | +24.3% | +4.0% | +20.2% | +13.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling