-13.3%
PCOR vs GFI
+279.0%
-292.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.0% | +6.8% | +0.2% |
| 7D | +20.7% | +10.4% | +10.3% | +19.9% |
| 30D | +35.7% | +3.6% | +32.1% | +35.2% |
| 3M | +31.1% | -5.1% | +36.1% | +31.1% |
| 6M | +43.1% | -13.0% | +56.2% | +43.7% |
| YTD | +4.8% | -8.0% | +12.9% | +3.9% |
| 1Y | -3.7% | -5.0% | +1.4% | -4.9% |
| 3Y | +46.5% | +228.8% | -182.2% | +24.2% |
| 5Y | -17.3% | +354.4% | -371.6% | -32.2% |
| All | -13.3% | +279.0% | -292.3% | -30.8% |
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