-26.7%
GPN vs PCOR
-11.9%
-14.8%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.5% | +3.7% | +4.1% |
| 7D | -5.6% | +3.0% | -8.7% | -6.5% |
| 30D | +13.6% | +38.7% | -25.1% | +2.2% |
| 3M | -2.8% | +24.9% | -27.7% | -10.1% |
| 6M | +38.1% | +68.8% | -30.7% | +15.6% |
| YTD | +19.9% | +6.7% | +13.2% | +14.0% |
| 1Y | +23.4% | +3.0% | +20.4% | +18.4% |
| 3Y | -12.6% | +48.6% | -61.3% | -26.6% |
| All | -26.7% | -11.9% | -14.8% | -36.2% |
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 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