+92.6%
GWW vs PCOR
+43.8%
+48.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.7% |
| 7D | +6.0% | +22.7% | -16.7% | +3.0% |
| 30D | +14.0% | +37.5% | -23.4% | +9.2% |
| 3M | +12.5% | +35.2% | -22.6% | +7.8% |
| 6M | +23.6% | +42.2% | -18.6% | +17.3% |
| YTD | +43.6% | +3.6% | +40.1% | +43.3% |
| 1Y | +52.5% | -4.8% | +57.2% | +54.8% |
| 3Y | +92.6% | +48.3% | +44.2% | +80.9% |
| All | +92.6% | +43.8% | +48.8% | +80.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling