-18.3%
PCOR vs GDDY
+24.8%
-43.1%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.8% | -4.4% | -4.0% |
| 7D | -9.0% | -8.1% | -0.9% | -5.7% |
| 30D | -7.0% | +2.3% | -9.3% | -8.1% |
| 3M | +18.3% | +14.7% | +3.6% | +8.5% |
| 6M | -7.8% | +2.1% | -9.9% | -11.0% |
| YTD | -25.6% | -24.6% | -1.0% | -19.6% |
| 1Y | -22.7% | -37.1% | +14.4% | -11.0% |
| All | -18.3% | +24.8% | -43.1% | -29.7% |
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