-13.1%
PCOR vs TD
+112.0%
-125.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +0.6% |
| 7D | +22.2% | -0.6% | +22.8% | +22.8% |
| 30D | +36.0% | +7.9% | +28.1% | +30.5% |
| 3M | +34.0% | +3.1% | +30.9% | +31.4% |
| 6M | +43.5% | +17.2% | +26.3% | +29.1% |
| YTD | +5.1% | +34.7% | -29.6% | -14.2% |
| 1Y | -3.9% | +56.9% | -60.8% | -29.4% |
| 3Y | +52.9% | +134.7% | -81.8% | -15.1% |
| 5Y | -18.7% | +104.8% | -123.4% | -50.8% |
| All | -13.1% | +112.0% | -125.1% | -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