-63.1%
W vs PCOR
-7.7%
-55.4%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +0.5% |
| 7D | -7.4% | +2.5% | -9.9% | -9.0% |
| 30D | +7.8% | +37.9% | -30.1% | -15.1% |
| 3M | +10.9% | +32.0% | -21.1% | -11.4% |
| 6M | +86.4% | +54.7% | +31.7% | +28.7% |
| YTD | +14.0% | +6.6% | +7.4% | -0.5% |
| 1Y | +3.5% | -1.7% | +5.2% | -3.7% |
| 3Y | +164.8% | +49.0% | +115.8% | +66.3% |
| 5Y | -53.1% | -12.5% | -40.6% | -65.2% |
| All | -63.1% | -7.7% | -55.4% | -73.1% |
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 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