+38.2%
PCOR vs GME
+4.1%
+34.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.9% | +3.9% | +0.9% |
| 7D | +23.7% | +0.7% | +23.0% | +23.7% |
| 30D | +39.0% | -2.4% | +41.4% | +40.0% |
| 3M | +35.8% | +27.1% | +8.6% | +31.4% |
| 6M | +38.2% | -0.2% | +38.5% | +37.8% |
| All | +38.2% | +4.1% | +34.1% | +37.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling