-34.1%
PCOR vs GPC
+24.7%
-58.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.3% | -4.6% | -4.4% |
| 7D | -9.0% | +0.4% | -9.4% | -9.1% |
| 30D | +4.2% | +5.1% | -1.0% | +1.7% |
| 3M | +14.4% | +41.5% | -27.1% | -3.4% |
| 6M | +0.2% | +21.8% | -21.6% | -9.5% |
| YTD | -20.3% | +14.6% | -34.8% | -27.2% |
| 1Y | -16.1% | +1.3% | -17.4% | -18.1% |
| 3Y | -14.7% | -1.4% | -13.3% | -18.7% |
| 5Y | -43.2% | +30.6% | -73.8% | -57.1% |
| All | -34.1% | +24.7% | -58.7% | -51.2% |
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