-21.6%
INFY vs PCOR
-9.2%
-12.4%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | +5.5% | +20.7% | -15.2% | +1.0% |
| 30D | +17.3% | +35.7% | -18.3% | +9.4% |
| 3M | +0.2% | +31.1% | -30.8% | -6.0% |
| 6M | +0.3% | +43.1% | -42.9% | -8.2% |
| YTD | -27.8% | +4.8% | -32.7% | -30.6% |
| 1Y | -23.3% | -3.7% | -19.6% | -25.1% |
| 3Y | -17.8% | +46.5% | -64.4% | -27.6% |
| 5Y | -37.5% | -17.3% | -20.3% | -42.6% |
| All | -21.6% | -9.2% | -12.4% | -27.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling