-20.1%
PCOR vs GPC
+3.6%
-23.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +38.3% |
| 3M | +35.2% | -6.8% | +42.0% | +38.8% |
| 6M | +42.2% | +18.6% | +23.6% | +29.8% |
| 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% | +35.0% |
| All | -20.1% | +3.6% | -23.7% | -35.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling