-14.2%
PCOR vs GFI
+317.7%
-331.9%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.6% | -2.7% | -4.2% |
| 7D | -9.0% | +3.1% | -12.1% | -9.1% |
| 30D | +4.2% | +27.1% | -22.9% | +3.3% |
| 3M | +14.4% | +21.2% | -6.7% | +13.5% |
| 6M | +0.2% | -4.5% | +4.7% | 0.0% |
| YTD | -20.3% | +11.7% | -32.0% | -21.2% |
| 1Y | -16.1% | +46.0% | -62.2% | -18.5% |
| All | -14.2% | +317.7% | -331.9% | -27.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling