+182.5%
WMT vs PCOR
-10.3%
+192.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.4% | -1.7% |
| 7D | +1.6% | +22.7% | -21.1% | +0.5% |
| 30D | +16.1% | +37.5% | -21.4% | +14.2% |
| 3M | +12.3% | +35.2% | -22.9% | +10.4% |
| 6M | -3.1% | +42.2% | -45.3% | -5.1% |
| YTD | +13.4% | +3.6% | +9.8% | +12.8% |
| 1Y | +24.5% | -4.8% | +29.2% | +24.5% |
| 3Y | +135.7% | +48.3% | +87.3% | +126.9% |
| 5Y | +166.8% | -20.1% | +186.9% | +153.0% |
| All | +182.5% | -10.3% | +192.8% | +169.4% |
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