-11.9%
PCOR vs GME
-40.2%
+28.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.6% |
| 7D | +2.5% | +1.6% | +0.9% | +2.3% |
| 30D | +37.9% | -6.2% | +44.1% | +38.9% |
| 3M | +32.0% | +35.8% | -3.8% | +27.3% |
| 6M | +54.7% | +10.3% | +44.5% | +52.6% |
| YTD | +6.6% | +27.2% | -20.7% | +3.3% |
| 1Y | -1.7% | +19.1% | -20.8% | -4.1% |
| 3Y | +49.0% | +103.7% | -54.8% | +8.3% |
| 5Y | -12.5% | -50.0% | +37.4% | -27.5% |
| All | -11.9% | -40.2% | +28.3% | -26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 10y: compounded portfolio wealth divided by compounded GME 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…
10y analysis · Full analysis span regression · 6 months rolling