-38.5%
PCOR vs GFI
+356.8%
-395.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.3% | -3.3% | -3.6% |
| 7D | -9.0% | +4.7% | -13.7% | -9.3% |
| 30D | -7.0% | +14.4% | -21.4% | -7.8% |
| 3M | +18.3% | +32.5% | -14.2% | +16.0% |
| 6M | -7.8% | -7.2% | -0.6% | -7.8% |
| YTD | -25.6% | +10.9% | -36.4% | -27.0% |
| 1Y | -22.7% | +35.5% | -58.2% | -25.7% |
| 3Y | -17.7% | +312.1% | -329.8% | -31.2% |
| 5Y | -42.0% | +524.6% | -566.6% | -52.6% |
| All | -38.5% | +356.8% | -395.3% | -51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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