-22.7%
PCOR vs GFI
+34.7%
-57.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.3% | -3.3% | -3.6% |
| 7D | -9.0% | +4.7% | -13.7% | -9.1% |
| 30D | -7.0% | +14.4% | -21.4% | -7.1% |
| 3M | +18.3% | +32.5% | -14.2% | +18.0% |
| 6M | -7.8% | -7.2% | -0.6% | -8.1% |
| YTD | -25.6% | +10.9% | -36.4% | -26.7% |
| 1Y | -22.7% | +35.5% | -58.2% | -25.0% |
| All | -22.7% | +34.7% | -57.4% | -25.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling