+48.6%
PCOR vs GDDY
+30.4%
+18.2%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | -0.2% |
| 7D | +3.0% | -0.2% | +3.3% | +3.1% |
| 30D | +38.7% | +10.4% | +28.3% | +32.5% |
| 3M | +24.9% | +13.6% | +11.3% | +17.0% |
| 6M | +68.8% | +33.7% | +35.1% | +43.8% |
| YTD | +6.7% | -8.0% | +14.7% | +5.2% |
| 1Y | +3.0% | -12.9% | +15.9% | +3.7% |
| 3Y | +48.6% | +29.3% | +19.3% | +3.6% |
| All | +48.6% | +30.4% | +18.2% | +3.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling