-13.1%
PCOR vs GAP
-19.4%
+6.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.5% | -2.0% | +0.6% |
| 7D | +22.2% | 0.0% | +22.2% | +22.4% |
| 30D | +36.0% | -4.3% | +40.3% | +37.6% |
| 3M | +34.0% | +9.4% | +24.6% | +30.4% |
| 6M | +43.5% | -3.3% | +46.8% | +42.9% |
| YTD | +5.1% | -10.5% | +15.6% | +5.7% |
| 1Y | -3.9% | -2.4% | -1.6% | -5.9% |
| 3Y | +52.9% | +80.1% | -27.2% | +16.8% |
| 5Y | -18.7% | +6.5% | -25.1% | -43.1% |
| All | -13.1% | -19.4% | +6.3% | -39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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