-19.8%
PCOR vs TAP
+6.9%
-26.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.4% |
| 7D | +23.7% | +7.7% | +16.0% | +22.0% |
| 30D | +39.0% | +14.4% | +24.6% | +35.6% |
| 3M | +35.8% | +2.0% | +33.7% | +35.1% |
| 6M | +38.2% | +2.5% | +35.8% | +37.3% |
| YTD | +3.9% | -6.4% | +10.4% | +4.2% |
| 1Y | +5.7% | -2.3% | +8.0% | +4.7% |
| 3Y | +44.8% | -20.3% | +65.1% | +49.7% |
| 5Y | -19.8% | +6.9% | -26.7% | -18.3% |
| All | -19.8% | +6.9% | -26.7% | -18.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling