-16.1%
PCOR vs GTLB
+14.4%
-30.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.1% | -5.3% | -4.7% |
| 7D | -9.0% | +11.1% | -20.0% | -13.7% |
| 30D | +4.2% | +37.8% | -33.6% | -11.0% |
| 3M | +14.4% | +61.6% | -47.2% | -9.6% |
| 6M | +0.2% | +98.9% | -98.7% | -28.8% |
| YTD | -20.3% | +32.8% | -53.0% | -35.7% |
| 1Y | -16.1% | +14.7% | -30.8% | -28.3% |
| All | -16.1% | +14.4% | -30.6% | -28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 1y: compounded portfolio wealth divided by compounded GTLB 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…
1y analysis · Full analysis span regression · 6 months rolling