-41.4%
PCOR vs PTC
+6.0%
-47.4%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -6.0% | +1.8% | +0.9% |
| 7D | -9.0% | -10.3% | +1.3% | -0.2% |
| 30D | +4.2% | +1.1% | +3.0% | +3.1% |
| 3M | +14.4% | +1.6% | +12.8% | +11.9% |
| 6M | +0.2% | -13.5% | +13.6% | +12.7% |
| YTD | -20.3% | -19.1% | -1.2% | -4.5% |
| 1Y | -16.1% | -33.9% | +17.7% | +17.7% |
| 3Y | -14.7% | -3.9% | -10.8% | -18.9% |
| All | -41.4% | +6.0% | -47.4% | -49.5% |
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