-20.1%
PCOR vs TD
+101.6%
-121.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | 0.0% |
| 7D | +22.7% | -1.7% | +24.4% | +24.2% |
| 30D | +37.5% | +8.2% | +29.2% | +31.6% |
| 3M | +35.2% | +1.7% | +33.5% | +33.5% |
| 6M | +42.2% | +14.2% | +28.0% | +29.5% |
| YTD | +3.6% | +32.8% | -29.2% | -15.3% |
| 1Y | -4.8% | +55.5% | -60.2% | -30.4% |
| 3Y | +48.3% | +129.6% | -81.3% | -18.6% |
| All | -20.1% | +101.6% | -121.8% | -52.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling