-34.1%
PCOR vs GAP
-19.3%
-14.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.5% | -4.8% | -4.4% |
| 7D | -9.0% | -4.5% | -4.5% | -7.9% |
| 30D | +4.2% | +9.0% | -4.9% | +1.5% |
| 3M | +14.4% | +5.0% | +9.4% | +12.5% |
| 6M | +0.2% | -17.8% | +18.0% | +3.3% |
| YTD | -20.3% | -10.4% | -9.9% | -19.8% |
| 1Y | -16.1% | -3.4% | -12.7% | -17.8% |
| 3Y | -14.7% | +111.5% | -126.2% | -38.7% |
| 5Y | -43.2% | +8.8% | -52.0% | -60.6% |
| All | -34.1% | -19.3% | -14.8% | -54.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling