-14.1%
PCOR vs GPC
+12.3%
-26.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.7% |
| 7D | +23.7% | +1.7% | +22.0% | +22.9% |
| 30D | +39.0% | -2.3% | +41.3% | +40.0% |
| 3M | +35.8% | -4.5% | +40.3% | +37.9% |
| 6M | +38.2% | +21.6% | +16.7% | +24.5% |
| YTD | +3.9% | +4.0% | -0.1% | -1.3% |
| 1Y | +5.7% | +3.5% | +2.2% | +0.5% |
| 3Y | +44.8% | +2.1% | +42.6% | +31.5% |
| 5Y | -19.8% | +5.5% | -25.2% | -33.0% |
| All | -14.1% | +12.3% | -26.4% | -33.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling