+21.7%
PCOR vs TAP
+5.5%
+16.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.7% | +3.0% | +16.6% | +18.6% |
| 7D | +21.8% | +9.9% | +11.9% | +18.4% |
| 30D | +39.5% | +18.1% | +21.4% | +33.0% |
| 3M | +35.2% | +3.2% | +32.0% | +33.2% |
| 6M | +21.7% | +8.4% | +13.3% | +19.3% |
| All | +21.7% | +5.5% | +16.3% | +19.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling