-63.9%
W vs PCOR
-10.3%
-53.6%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.1% | -1.2% |
| 7D | -3.6% | +22.7% | -26.3% | -17.4% |
| 30D | +7.0% | +37.5% | -30.5% | -15.7% |
| 3M | +7.4% | +35.2% | -27.8% | -15.8% |
| 6M | +69.3% | +42.2% | +27.1% | +24.5% |
| YTD | +11.3% | +3.6% | +7.7% | -0.9% |
| 1Y | +13.2% | -4.8% | +18.0% | +7.8% |
| 3Y | +142.0% | +48.3% | +93.7% | +51.8% |
| 5Y | -54.6% | -20.1% | -34.6% | -65.4% |
| All | -63.9% | -10.3% | -53.6% | -73.2% |
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 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