-40.7%
PCOR vs GFI
+521.0%
-561.7%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.7% | -3.1% |
| 7D | -6.9% | +5.7% | -12.6% | -7.3% |
| 30D | -1.5% | +15.6% | -17.1% | -2.5% |
| 3M | +18.5% | +31.5% | -13.0% | +16.2% |
| 6M | -4.7% | -3.7% | -0.9% | -5.0% |
| YTD | -22.8% | +11.2% | -34.0% | -24.3% |
| 1Y | -20.7% | +36.4% | -57.1% | -23.9% |
| 3Y | -14.6% | +313.5% | -328.1% | -29.1% |
| 5Y | -40.7% | +528.0% | -568.8% | -49.1% |
| All | -40.7% | +521.0% | -561.7% | -49.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling