-39.5%
PCOR vs GDDY
+18.7%
-58.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.0% | -4.7% | -3.4% |
| 7D | -12.2% | -7.0% | -5.2% | -8.6% |
| 30D | -9.4% | +6.2% | -15.6% | -13.1% |
| 3M | +22.2% | +20.0% | +2.2% | +5.6% |
| 6M | -7.3% | +6.8% | -14.2% | -13.8% |
| YTD | -26.8% | -22.3% | -4.5% | -17.6% |
| 1Y | -22.2% | -33.5% | +11.3% | -3.6% |
| 3Y | -19.1% | +29.2% | -48.3% | -45.2% |
| 5Y | -42.4% | +28.1% | -70.5% | -60.4% |
| All | -39.5% | +18.7% | -58.2% | -57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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