-1.7%
PCOR vs GTLB
+3.7%
-5.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.2% | +1.0% |
| 7D | +2.5% | -9.6% | +12.2% | +7.4% |
| 30D | +37.9% | -15.5% | +53.4% | +48.6% |
| 3M | +32.0% | +12.4% | +19.6% | +22.5% |
| 6M | +54.7% | +84.6% | -29.8% | +12.0% |
| YTD | +6.6% | +26.1% | -19.5% | -15.2% |
| 1Y | -1.7% | +1.7% | -3.4% | -20.3% |
| All | -1.7% | +3.7% | -5.4% | -20.3% |
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