+178.4%
WMT vs PCOR
-11.9%
+190.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.5% |
| 7D | +2.0% | +3.0% | -1.0% | +1.9% |
| 30D | +10.3% | +38.7% | -28.4% | +8.3% |
| 3M | +11.0% | +24.9% | -13.9% | +9.5% |
| 6M | -2.3% | +68.8% | -71.1% | -5.3% |
| YTD | +15.7% | +6.7% | +9.0% | +14.9% |
| 1Y | +26.0% | +3.0% | +23.0% | +25.4% |
| 3Y | +136.5% | +48.6% | +87.9% | +127.1% |
| All | +178.4% | -11.9% | +190.3% | +154.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling