-14.6%
PCOR vs GPC
-1.1%
-13.5%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.1% | -5.4% | -4.6% |
| 7D | -9.0% | +1.2% | -10.2% | -9.3% |
| 30D | +4.2% | +6.0% | -1.8% | +2.2% |
| 3M | +14.4% | +42.6% | -28.2% | +1.7% |
| 6M | +0.2% | +22.8% | -22.6% | -6.6% |
| YTD | -20.3% | +15.5% | -35.7% | -25.2% |
| 1Y | -16.1% | +2.0% | -18.2% | -17.3% |
| All | -14.6% | -1.1% | -13.5% | -17.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling