-11.8%
PCOR vs GME
-39.5%
+27.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.4% |
| 7D | +3.0% | +2.9% | +0.1% | +2.7% |
| 30D | +38.7% | -4.8% | +43.5% | +39.5% |
| 3M | +24.9% | +39.2% | -14.4% | +20.1% |
| 6M | +68.8% | +17.1% | +51.7% | +65.3% |
| YTD | +6.7% | +28.7% | -22.0% | +3.3% |
| 1Y | +3.0% | +23.3% | -20.3% | +0.1% |
| 3Y | +48.6% | +112.9% | -64.3% | +7.1% |
| 5Y | -12.7% | -48.8% | +36.2% | -27.8% |
| All | -11.8% | -39.5% | +27.7% | -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