-14.6%
PCOR vs GGLL
+245.5%
-260.2%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.3% | -1.9% | -3.8% |
| 7D | -9.0% | -4.8% | -4.2% | -8.1% |
| 30D | +4.2% | -13.7% | +17.9% | +7.1% |
| 3M | +14.4% | -21.9% | +36.3% | +18.8% |
| 6M | +0.2% | +11.7% | -11.5% | -5.7% |
| YTD | -20.3% | +2.3% | -22.5% | -23.6% |
| 1Y | -16.1% | +76.2% | -92.3% | -31.2% |
| All | -14.6% | +245.5% | -260.2% | -45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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