-18.7%
PCOR vs GFI
+410.4%
-429.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.8% | -3.3% | +1.1% |
| 7D | +22.2% | +18.0% | +4.2% | +20.7% |
| 30D | +36.0% | +11.5% | +24.6% | +34.8% |
| 3M | +34.0% | +2.8% | +31.2% | +33.3% |
| 6M | +43.5% | -6.4% | +49.9% | +43.3% |
| YTD | +5.1% | -1.1% | +6.2% | +3.5% |
| 1Y | -3.9% | +10.8% | -14.8% | -6.5% |
| 3Y | +52.9% | +248.8% | -195.8% | +26.4% |
| 5Y | -18.7% | +407.7% | -426.4% | -34.0% |
| All | -18.7% | +410.4% | -429.1% | -34.0% |
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 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