-32.0%
INFY vs PCOR
-35.6%
+3.6%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.6% | +1.9% | -1.0% |
| 7D | -8.7% | -9.0% | +0.3% | -6.8% |
| 30D | -13.0% | -7.0% | -6.0% | -11.7% |
| 3M | -8.8% | +18.3% | -27.1% | -12.2% |
| 6M | -22.6% | -7.8% | -14.8% | -22.2% |
| YTD | -37.3% | -25.6% | -11.8% | -34.8% |
| 1Y | -33.4% | -22.7% | -10.7% | -31.4% |
| 3Y | -32.3% | -17.7% | -14.6% | -33.0% |
| 5Y | -45.2% | -42.0% | -3.2% | -45.5% |
| All | -32.0% | -35.6% | +3.6% | -31.7% |
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