-41.4%
PCOR vs TD
+124.9%
-166.3%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.4% | -2.9% | -3.4% |
| 7D | -9.0% | +0.3% | -9.3% | -9.1% |
| 30D | +4.2% | +0.4% | +3.8% | +3.7% |
| 3M | +14.4% | +7.6% | +6.8% | +8.4% |
| 6M | +0.2% | +25.0% | -24.8% | -14.8% |
| YTD | -20.3% | +31.0% | -51.3% | -34.4% |
| 1Y | -16.1% | +65.2% | -81.3% | -41.5% |
| 3Y | -14.7% | +122.5% | -137.2% | -52.5% |
| All | -41.4% | +124.9% | -166.3% | -71.8% |
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