-3.7%
PCOR vs GFI
-2.2%
-1.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.0% | +6.8% | +0.2% |
| 7D | +20.7% | +10.4% | +10.3% | +20.1% |
| 30D | +35.7% | +3.6% | +32.1% | +35.0% |
| 3M | +31.1% | -5.1% | +36.1% | +30.7% |
| 6M | +43.1% | -13.0% | +56.2% | +42.1% |
| YTD | +4.8% | -8.0% | +12.9% | -0.9% |
| 1Y | -3.7% | -5.0% | +1.4% | -10.1% |
| All | -3.7% | -2.2% | -1.5% | -10.1% |
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