-3.4%
PCOR vs TD
+56.4%
-59.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +1.4% |
| 7D | +22.2% | -0.6% | +22.8% | +22.2% |
| 30D | +36.0% | +7.9% | +28.1% | +37.0% |
| 3M | +34.0% | +3.1% | +30.9% | +34.3% |
| 6M | +43.5% | +17.2% | +26.3% | +41.2% |
| YTD | +5.1% | +34.7% | -29.6% | -1.2% |
| All | -3.4% | +56.4% | -59.8% | -17.7% |
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