-14.0%
PCOR vs GTLB
-64.1%
+50.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.1% |
| 7D | +20.7% | -10.9% | +31.6% | +26.0% |
| 30D | +35.7% | -15.3% | +51.0% | +44.0% |
| 3M | +31.1% | +14.6% | +16.5% | +23.2% |
| 6M | +43.1% | +79.6% | -36.5% | +12.7% |
| YTD | +4.8% | +24.3% | -19.5% | -6.2% |
| 1Y | -3.7% | +1.0% | -4.7% | -7.5% |
| 3Y | +46.5% | +4.6% | +41.9% | +27.6% |
| All | -14.0% | -64.1% | +50.1% | +4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling