+222.5%
GWW vs PCOR
-11.9%
+234.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.0% |
| 7D | +3.6% | +3.0% | +0.5% | +3.1% |
| 30D | +12.1% | +38.7% | -26.6% | +6.8% |
| 3M | +12.9% | +24.9% | -11.9% | +8.9% |
| 6M | +19.3% | +68.8% | -49.5% | +9.5% |
| YTD | +48.7% | +6.7% | +42.0% | +45.5% |
| 1Y | +60.5% | +3.0% | +57.5% | +58.0% |
| 3Y | +93.3% | +48.6% | +44.7% | +75.4% |
| All | +222.5% | -11.9% | +234.4% | +195.3% |
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