-19.8%
PCOR vs PTC
+59.6%
-79.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.2% |
| 7D | +23.7% | -0.1% | +23.8% | +23.9% |
| 30D | +39.0% | +0.8% | +38.2% | +38.2% |
| 3M | +35.8% | +39.6% | -3.8% | +0.6% |
| 6M | +38.2% | +41.5% | -3.2% | +0.3% |
| YTD | +3.9% | +11.7% | -7.8% | -6.7% |
| 1Y | +5.7% | +2.4% | +3.2% | +0.6% |
| 3Y | +44.8% | +31.9% | +12.8% | +4.1% |
| 5Y | -19.8% | +54.5% | -74.3% | -50.2% |
| All | -19.8% | +59.6% | -79.4% | -50.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling