-23.9%
GPN vs PCOR
-19.6%
-4.3%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.7% |
| 7D | +0.6% | +22.7% | -22.1% | -6.1% |
| 30D | +20.1% | +37.5% | -17.3% | +8.3% |
| 3M | +11.4% | +35.2% | -23.8% | +0.5% |
| 6M | +40.8% | +42.2% | -1.4% | +24.0% |
| YTD | +27.1% | +3.6% | +23.5% | +21.8% |
| 1Y | +29.2% | -4.8% | +34.0% | +26.9% |
| 3Y | -9.4% | +48.3% | -57.7% | -23.8% |
| All | -23.9% | -19.6% | -4.3% | -31.5% |
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