-67.9%
W vs PCOR
-30.9%
-37.0%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.3% | +6.8% | +5.6% |
| 7D | -4.2% | -9.0% | +4.8% | +2.5% |
| 30D | -7.6% | +4.2% | -11.7% | -11.3% |
| 3M | +37.2% | +14.4% | +22.7% | +20.9% |
| 6M | +26.3% | +0.2% | +26.2% | +18.2% |
| YTD | -1.0% | -20.3% | +19.3% | +8.1% |
| 1Y | +20.1% | -16.1% | +36.2% | +22.4% |
| 3Y | +37.8% | -14.7% | +52.5% | +32.6% |
| 5Y | -63.7% | -43.2% | -20.5% | -66.2% |
| All | -67.9% | -30.9% | -37.0% | -70.8% |
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