-11.8%
PCOR vs GDDY
+40.6%
-52.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | -0.4% |
| 7D | +3.0% | -0.2% | +3.3% | +3.1% |
| 30D | +38.7% | +10.4% | +28.3% | +30.5% |
| 3M | +24.9% | +13.6% | +11.3% | +14.3% |
| 6M | +68.8% | +33.7% | +35.1% | +36.2% |
| YTD | +6.7% | -8.0% | +14.7% | +7.8% |
| 1Y | +3.0% | -12.9% | +15.9% | +7.7% |
| 3Y | +48.6% | +29.3% | +19.3% | +4.1% |
| 5Y | -12.7% | +60.8% | -73.5% | -47.0% |
| All | -11.8% | +40.6% | -52.4% | -45.0% |
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