-11.9%
PCOR vs TD
+112.0%
-123.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.3% | +1.5% |
| 7D | +2.5% | -3.1% | +5.6% | +4.3% |
| 30D | +37.9% | +6.7% | +31.2% | +33.2% |
| 3M | +32.0% | +3.1% | +28.9% | +29.4% |
| 6M | +54.7% | +17.6% | +37.1% | +38.8% |
| YTD | +6.6% | +34.8% | -28.2% | -13.0% |
| 1Y | -1.7% | +55.6% | -57.3% | -27.3% |
| 3Y | +49.0% | +133.1% | -84.2% | -16.9% |
| 5Y | -12.5% | +104.7% | -117.2% | -47.1% |
| All | -11.9% | +112.0% | -123.9% | -52.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling