-11.8%
PCOR vs TAP
-13.8%
+2.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.2% | -2.7% | -0.1% |
| 7D | +3.0% | +1.3% | +1.8% | +2.8% |
| 30D | +38.7% | +5.7% | +33.0% | +37.3% |
| 3M | +24.9% | -1.9% | +26.8% | +25.2% |
| 6M | +68.8% | +0.9% | +67.8% | +68.2% |
| YTD | +6.7% | -9.5% | +16.2% | +7.7% |
| 1Y | +3.0% | -9.0% | +12.0% | +3.7% |
| 3Y | +48.6% | -22.2% | +70.9% | +54.3% |
| 5Y | -12.7% | +1.2% | -13.9% | -12.7% |
| All | -11.8% | -13.8% | +2.0% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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