-34.1%
PCOR vs TAP
-14.5%
-19.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.2% | -4.1% | -4.2% |
| 7D | -9.0% | -2.3% | -6.6% | -8.6% |
| 30D | +4.2% | -2.1% | +6.3% | +4.5% |
| 3M | +14.4% | +6.6% | +7.8% | +13.3% |
| 6M | +0.2% | -11.5% | +11.7% | +2.1% |
| YTD | -20.3% | -10.3% | -10.0% | -19.4% |
| 1Y | -16.1% | -14.4% | -1.7% | -14.4% |
| 3Y | -14.7% | -28.3% | +13.6% | -10.2% |
| 5Y | -43.2% | +1.7% | -44.9% | -42.8% |
| All | -34.1% | -14.5% | -19.6% | -33.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling