+145.6%
W vs PCOR
+44.3%
+101.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | 0.0% | -8.2% | -8.2% |
| 7D | -5.6% | +23.7% | -29.3% | -17.1% |
| 30D | +7.5% | +39.0% | -31.5% | -11.8% |
| 3M | +5.4% | +35.8% | -30.4% | -13.5% |
| 6M | +79.4% | +38.2% | +41.2% | +43.4% |
| YTD | +12.9% | +3.9% | +9.0% | +6.5% |
| 1Y | +12.4% | +5.7% | +6.7% | +3.3% |
| All | +145.6% | +44.3% | +101.3% | +43.0% |
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