-51.9%
GPN vs PCOR
-33.1%
-18.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.2% | -0.2% | -2.5% |
| 7D | -0.7% | -6.9% | +6.2% | +1.3% |
| 30D | +3.8% | -1.5% | +5.4% | +4.1% |
| 3M | +39.2% | +18.5% | +20.7% | +31.9% |
| 6M | +17.9% | -4.7% | +22.5% | +17.7% |
| YTD | +16.4% | -22.8% | +39.1% | +22.5% |
| 1Y | +3.6% | -20.7% | +24.4% | +7.7% |
| 3Y | -26.7% | -14.6% | -12.1% | -27.3% |
| 5Y | -44.8% | -40.7% | -4.0% | -48.1% |
| All | -51.9% | -33.1% | -18.8% | -54.9% |
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 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