+138.7%
WMT vs PCOR
-33.1%
+171.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.1% | -0.9% |
| 7D | +0.1% | -6.9% | +7.0% | +0.5% |
| 30D | -5.0% | -1.5% | -3.4% | -5.0% |
| 3M | -11.3% | +18.5% | -29.8% | -12.2% |
| 6M | -13.8% | -4.7% | -9.1% | -13.9% |
| YTD | -4.2% | -22.8% | +18.6% | -3.2% |
| 1Y | +4.6% | -20.7% | +25.3% | +5.3% |
| 3Y | +100.5% | -14.6% | +115.0% | +98.6% |
| 5Y | +129.7% | -40.7% | +170.4% | +121.0% |
| All | +138.7% | -33.1% | +171.8% | +131.2% |
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