-50.2%
GPN vs PCOR
-30.9%
-19.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.3% | +5.1% | +2.0% |
| 7D | +0.8% | -9.0% | +9.7% | +3.4% |
| 30D | +5.8% | +4.2% | +1.6% | +4.4% |
| 3M | +37.0% | +14.4% | +22.6% | +31.0% |
| 6M | +20.1% | +0.2% | +20.0% | +18.3% |
| YTD | +20.4% | -20.3% | +40.7% | +25.6% |
| 1Y | +7.4% | -16.1% | +23.6% | +9.9% |
| 3Y | -26.1% | -14.7% | -11.4% | -26.9% |
| 5Y | -38.5% | -43.2% | +4.6% | -43.0% |
| All | -50.2% | -30.9% | -19.3% | -53.8% |
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