-19.4%
PCOR vs GTLB
-50.0%
+30.6%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.0% | +3.5% | +2.3% |
| 7D | +22.2% | -9.6% | +31.8% | +26.8% |
| 30D | +36.0% | -14.5% | +50.5% | +43.7% |
| 3M | +34.0% | +20.9% | +13.1% | +23.5% |
| 6M | +43.5% | +81.4% | -37.9% | +13.0% |
| YTD | +5.1% | +25.6% | -20.4% | -6.1% |
| 1Y | -3.9% | +3.4% | -7.4% | -8.5% |
| 3Y | +52.9% | +8.9% | +44.0% | +31.7% |
| 5Y | -18.7% | -64.0% | +45.3% | -18.4% |
| All | -19.4% | -50.0% | +30.6% | -22.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling