+6.9%
PCOR vs TD
+61.0%
-54.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.7% | +2.8% | +16.9% | +19.5% |
| 7D | +21.8% | +1.4% | +20.5% | +21.5% |
| 30D | +39.5% | +10.2% | +29.3% | +40.2% |
| 3M | +35.2% | +8.1% | +27.1% | +35.5% |
| 6M | +21.7% | +22.3% | -0.6% | +19.9% |
| YTD | +3.9% | +39.0% | -35.1% | -1.0% |
| 1Y | +6.9% | +62.6% | -55.7% | -2.6% |
| All | +6.9% | +61.0% | -54.1% | -2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 1y: compounded portfolio wealth divided by compounded TD 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…
1y analysis · Full analysis span regression · 6 months rolling