-14.4%
PCOR vs GAP
-22.1%
+7.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.8% | +0.7% |
| 7D | +22.7% | -3.8% | +26.5% | +24.1% |
| 30D | +37.5% | -9.0% | +46.5% | +40.9% |
| 3M | +35.2% | +5.5% | +29.7% | +32.8% |
| 6M | +42.2% | -11.1% | +53.3% | +44.7% |
| YTD | +3.6% | -13.6% | +17.1% | +5.1% |
| 1Y | -4.8% | -2.9% | -1.9% | -6.6% |
| 3Y | +48.3% | +69.6% | -21.3% | +15.3% |
| 5Y | -20.1% | +5.4% | -25.4% | -43.7% |
| All | -14.4% | -22.1% | +7.7% | -39.8% |
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