+48.3%
PCOR vs TAP
-23.7%
+72.0%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.5% | +4.1% | +0.6% |
| 7D | +22.7% | +0.5% | +22.2% | +22.7% |
| 30D | +37.5% | +9.1% | +28.3% | +35.5% |
| 3M | +35.2% | -3.8% | +39.0% | +36.0% |
| 6M | +42.2% | -3.4% | +45.7% | +42.8% |
| YTD | +3.6% | -10.6% | +14.2% | +4.5% |
| 1Y | -4.8% | -4.4% | -0.4% | -5.8% |
| 3Y | +48.3% | -24.4% | +72.7% | +48.5% |
| All | +48.3% | -23.7% | +72.0% | +48.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling