-34.1%
PCOR vs PTC
+10.0%
-44.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -6.0% | +1.8% | +0.7% |
| 7D | -9.0% | -10.3% | +1.3% | -0.6% |
| 30D | +4.2% | +1.1% | +3.0% | +3.2% |
| 3M | +14.4% | +1.6% | +12.8% | +12.1% |
| 6M | +0.2% | -13.5% | +13.6% | +12.1% |
| YTD | -20.3% | -19.1% | -1.2% | -5.3% |
| 1Y | -16.1% | -33.9% | +17.7% | +15.8% |
| 3Y | -14.7% | -3.9% | -10.8% | -17.6% |
| 5Y | -43.2% | +6.0% | -49.2% | -54.0% |
| All | -34.1% | +10.0% | -44.0% | -47.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling