-11.8%
PCOR vs GPC
+11.4%
-23.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.3% |
| 7D | +3.0% | +0.4% | +2.6% | +2.8% |
| 30D | +38.7% | -6.3% | +45.0% | +42.4% |
| 3M | +24.9% | -8.2% | +33.0% | +29.1% |
| 6M | +68.8% | +27.1% | +41.7% | +48.6% |
| YTD | +6.7% | +3.1% | +3.6% | +1.8% |
| 1Y | +3.0% | +0.1% | +2.9% | -0.3% |
| 3Y | +48.6% | +0.2% | +48.4% | +36.4% |
| 5Y | -12.7% | +4.9% | -17.5% | -26.9% |
| All | -11.8% | +11.4% | -23.1% | -31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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