-34.1%
PCOR vs GME
-55.1%
+21.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.4% | -3.9% | -4.2% |
| 7D | -9.0% | +7.2% | -16.2% | -9.7% |
| 30D | +4.2% | +0.8% | +3.4% | +4.0% |
| 3M | +14.4% | -14.0% | +28.4% | +16.2% |
| 6M | +0.2% | -19.7% | +19.9% | +2.3% |
| YTD | -20.3% | -4.6% | -15.7% | -20.1% |
| 1Y | -16.1% | -14.3% | -1.8% | -15.1% |
| 3Y | -14.7% | +4.0% | -18.7% | -30.7% |
| 5Y | -43.2% | -62.2% | +19.0% | -51.4% |
| All | -34.1% | -55.1% | +21.0% | -43.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling