-34.1%
PCOR vs GDDY
+24.8%
-58.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.2% | -2.0% | -2.9% |
| 7D | -9.0% | +3.7% | -12.7% | -11.0% |
| 30D | +4.2% | +10.4% | -6.2% | -2.0% |
| 3M | +14.4% | +19.4% | -5.0% | -0.3% |
| 6M | +0.2% | +14.3% | -14.1% | -10.3% |
| YTD | -20.3% | -18.4% | -1.9% | -12.6% |
| 1Y | -16.1% | -30.1% | +14.0% | +1.1% |
| 3Y | -14.7% | +39.4% | -54.2% | -45.0% |
| 5Y | -43.2% | +35.2% | -78.3% | -62.0% |
| All | -34.1% | +24.8% | -58.9% | -55.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling