-17.3%
PCOR vs GAP
+7.5%
-24.8%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.1% |
| 7D | +20.7% | -0.1% | +20.8% | +20.9% |
| 30D | +35.7% | -5.4% | +41.1% | +37.8% |
| 3M | +31.1% | +2.9% | +28.2% | +29.5% |
| 6M | +43.1% | -4.4% | +47.5% | +42.9% |
| YTD | +4.8% | -11.6% | +16.4% | +5.8% |
| 1Y | -3.7% | -6.0% | +2.4% | -4.7% |
| 3Y | +46.5% | +78.0% | -31.4% | +9.8% |
| 5Y | -17.3% | +8.5% | -25.8% | -45.3% |
| All | -17.3% | +7.5% | -24.8% | -45.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling