-14.1%
PCOR vs GAP
-18.7%
+4.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.6% | +5.6% | +1.5% |
| 7D | +23.7% | -2.1% | +25.8% | +24.5% |
| 30D | +39.0% | -5.1% | +44.1% | +41.0% |
| 3M | +35.8% | +9.8% | +26.0% | +32.0% |
| 6M | +38.2% | -3.6% | +41.8% | +37.7% |
| YTD | +3.9% | -9.8% | +13.7% | +4.4% |
| 1Y | +5.7% | -1.5% | +7.1% | +3.3% |
| 3Y | +44.8% | +74.3% | -29.5% | +11.8% |
| 5Y | -19.8% | +9.9% | -29.7% | -44.1% |
| All | -14.1% | -18.7% | +4.7% | -40.3% |
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 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