+48.3%
PCOR vs GTLB
+12.7%
+35.6%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.5% | +0.4% |
| 7D | +22.7% | -11.1% | +33.8% | +28.3% |
| 30D | +37.5% | -7.5% | +45.0% | +41.1% |
| 3M | +35.2% | +34.8% | +0.4% | +18.8% |
| 6M | +42.2% | +98.0% | -55.7% | +7.4% |
| YTD | +3.6% | +28.1% | -24.6% | -9.7% |
| 1Y | -4.8% | +5.6% | -10.3% | -11.7% |
| 3Y | +48.3% | +15.9% | +32.4% | +21.3% |
| All | +48.3% | +12.7% | +35.6% | +21.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling