-11.8%
PCOR vs TD
+111.1%
-122.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +3.0% | +1.1% | +1.9% | +2.4% |
| 30D | +38.7% | +5.2% | +33.5% | +35.0% |
| 3M | +24.9% | +1.2% | +23.6% | +23.8% |
| 6M | +68.8% | +17.7% | +51.0% | +51.3% |
| YTD | +6.7% | +34.2% | -27.5% | -12.7% |
| 1Y | +3.0% | +55.4% | -52.4% | -23.8% |
| 3Y | +48.6% | +130.4% | -81.8% | -16.5% |
| 5Y | -12.7% | +101.8% | -114.5% | -46.9% |
| All | -11.8% | +111.1% | -122.9% | -52.5% |
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