+52.9%
PCOR vs GFI
+243.2%
-190.3%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.8% | -3.3% | +1.3% |
| 7D | +22.2% | +18.0% | +4.2% | +21.3% |
| 30D | +36.0% | +11.5% | +24.6% | +35.2% |
| 3M | +34.0% | +2.8% | +31.2% | +33.5% |
| 6M | +43.5% | -6.4% | +49.9% | +43.1% |
| YTD | +5.1% | -1.1% | +6.2% | +4.1% |
| 1Y | -3.9% | +10.8% | -14.8% | -5.4% |
| 3Y | +52.9% | +248.8% | -195.8% | +29.7% |
| All | +52.9% | +243.2% | -190.3% | +29.7% |
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