+48.3%
PCOR vs PTC
+32.2%
+16.2%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | +22.7% | -0.2% | +23.0% | +23.0% |
| 30D | +37.5% | +0.8% | +36.7% | +36.9% |
| 3M | +35.2% | +32.1% | +3.1% | +10.6% |
| 6M | +42.2% | +42.6% | -0.4% | +8.6% |
| YTD | +3.6% | +12.0% | -8.4% | -4.8% |
| 1Y | -4.8% | +12.2% | -16.9% | -12.6% |
| 3Y | +48.3% | +31.2% | +17.1% | +1.6% |
| All | +48.3% | +32.2% | +16.2% | +1.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling