-27.2%
INFY vs PCOR
-30.9%
+3.8%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.3% | +1.0% | -2.3% |
| 7D | -2.9% | -9.0% | +6.1% | -1.0% |
| 30D | -6.2% | +4.2% | -10.4% | -7.1% |
| 3M | -4.9% | +14.4% | -19.3% | -8.0% |
| 6M | -16.6% | +0.2% | -16.8% | -17.7% |
| YTD | -32.9% | -20.3% | -12.7% | -31.2% |
| 1Y | -26.9% | -16.1% | -10.7% | -26.0% |
| 3Y | -26.6% | -14.7% | -11.9% | -28.0% |
| 5Y | -44.1% | -43.2% | -0.9% | -44.9% |
| All | -27.2% | -30.9% | +3.8% | -27.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling