-63.4%
W vs PCOR
-10.0%
-53.4%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | 0.0% | -8.2% | -8.2% |
| 7D | -5.6% | +23.7% | -29.3% | -19.6% |
| 30D | +7.5% | +39.0% | -31.5% | -15.9% |
| 3M | +5.4% | +35.8% | -30.4% | -17.6% |
| 6M | +79.4% | +38.2% | +41.2% | +34.6% |
| YTD | +12.9% | +3.9% | +9.0% | +0.3% |
| 1Y | +12.4% | +5.7% | +6.7% | -2.8% |
| 3Y | +128.5% | +44.8% | +83.7% | +46.5% |
| 5Y | -54.0% | -19.8% | -34.2% | -65.0% |
| All | -63.4% | -10.0% | -53.4% | -72.8% |
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