-14.4%
PCOR vs GPC
+10.9%
-25.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +1.0% | +0.2% |
| 7D | +22.7% | +1.6% | +21.2% | +22.0% |
| 30D | +37.5% | -2.1% | +39.5% | +38.4% |
| 3M | +35.2% | -6.8% | +42.0% | +38.9% |
| 6M | +42.2% | +18.6% | +23.6% | +29.7% |
| YTD | +3.6% | +2.7% | +0.9% | -1.0% |
| 1Y | -4.8% | +1.8% | -6.5% | -8.7% |
| 3Y | +48.3% | +1.1% | +47.3% | +35.3% |
| 5Y | -20.1% | +4.1% | -24.1% | -32.9% |
| All | -14.4% | +10.9% | -25.3% | -33.3% |
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