-11.8%
PCOR vs PTC
+52.8%
-64.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | +3.0% | +0.5% | +2.6% | +2.7% |
| 30D | +38.7% | +1.2% | +37.5% | +37.6% |
| 3M | +24.9% | +27.4% | -2.5% | +1.2% |
| 6M | +68.8% | +39.2% | +29.6% | +26.4% |
| YTD | +6.7% | +12.5% | -5.8% | -4.4% |
| 1Y | +3.0% | +12.3% | -9.3% | -7.7% |
| 3Y | +48.6% | +28.8% | +19.8% | +12.6% |
| 5Y | -12.7% | +60.9% | -73.6% | -46.8% |
| All | -11.8% | +52.8% | -64.6% | -47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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