-11.9%
PCOR vs GFI
+273.1%
-285.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +1.8% |
| 7D | +2.5% | +2.2% | +0.3% | +2.3% |
| 30D | +37.9% | +2.2% | +35.7% | +37.6% |
| 3M | +32.0% | -4.6% | +36.6% | +32.0% |
| 6M | +54.7% | -16.7% | +71.5% | +55.8% |
| YTD | +6.6% | -9.5% | +16.0% | +5.7% |
| 1Y | -1.7% | -6.8% | +5.1% | -2.8% |
| 3Y | +49.0% | +223.7% | -174.7% | +26.4% |
| 5Y | -12.5% | +321.8% | -334.3% | -28.7% |
| All | -11.9% | +273.1% | -285.0% | -29.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling