-13.3%
PCOR vs TD
+111.3%
-124.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.1% |
| 7D | +20.7% | -0.7% | +21.4% | +21.4% |
| 30D | +35.7% | +7.6% | +28.1% | +30.4% |
| 3M | +31.1% | +3.0% | +28.0% | +28.6% |
| 6M | +43.1% | +16.8% | +26.3% | +28.9% |
| YTD | +4.8% | +34.3% | -29.5% | -14.3% |
| 1Y | -3.7% | +56.0% | -59.6% | -28.9% |
| 3Y | +46.5% | +132.4% | -85.8% | -18.1% |
| 5Y | -17.3% | +103.7% | -120.9% | -49.8% |
| All | -13.3% | +111.3% | -124.7% | -53.3% |
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