-11.8%
PCOR vs GFI
+255.2%
-267.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +3.0% | -8.7% | +11.7% | +3.7% |
| 30D | +38.7% | +0.6% | +38.1% | +38.5% |
| 3M | +24.9% | -7.5% | +32.3% | +25.2% |
| 6M | +68.8% | -18.3% | +87.1% | +70.2% |
| YTD | +6.7% | -13.8% | +20.5% | +6.2% |
| 1Y | +3.0% | -8.8% | +11.8% | +2.0% |
| 3Y | +48.6% | +215.8% | -167.2% | +26.2% |
| 5Y | -12.7% | +301.2% | -313.9% | -28.6% |
| All | -11.8% | +255.2% | -267.0% | -29.2% |
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