-13.3%
PCOR vs GME
-40.4%
+27.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.4% | -0.2% |
| 7D | +20.7% | +4.8% | +15.9% | +20.1% |
| 30D | +35.7% | -4.3% | +39.9% | +36.3% |
| 3M | +31.1% | +35.3% | -4.3% | +26.5% |
| 6M | +43.1% | +4.7% | +38.4% | +42.0% |
| YTD | +4.8% | +26.6% | -21.8% | +1.6% |
| 1Y | -3.7% | +18.3% | -22.0% | -6.0% |
| 3Y | +46.5% | +102.8% | -56.2% | +6.6% |
| 5Y | -17.3% | -48.9% | +31.7% | -31.4% |
| All | -13.3% | -40.4% | +27.1% | -27.7% |
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