-31.1%
INFY vs PCOR
-17.1%
-14.0%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.2% | -1.7% | -4.1% |
| 7D | -7.2% | -6.9% | -0.3% | -5.6% |
| 30D | -11.2% | -1.5% | -9.6% | -10.9% |
| 3M | -7.4% | +18.5% | -25.9% | -11.6% |
| 6M | -21.3% | -4.7% | -16.6% | -21.8% |
| YTD | -36.2% | -22.8% | -13.4% | -34.5% |
| 1Y | -31.3% | -20.7% | -10.5% | -30.0% |
| 3Y | -31.1% | -14.6% | -16.5% | -32.0% |
| All | -31.1% | -17.1% | -14.0% | -32.0% |
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