-13.1%
PCOR vs TD
+103.6%
-116.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.1% |
| 7D | +2.2% | +0.6% | +1.6% | +1.8% |
| 30D | +37.4% | +5.0% | +32.5% | +33.9% |
| 3M | +33.2% | +1.1% | +32.1% | +32.1% |
| 6M | +60.6% | +16.5% | +44.1% | +44.5% |
| YTD | +6.2% | +34.3% | -28.1% | -13.8% |
| 1Y | -1.1% | +52.9% | -53.9% | -26.8% |
| 3Y | +48.4% | +132.2% | -83.8% | -19.1% |
| 5Y | -13.1% | +101.9% | -115.0% | -48.9% |
| All | -13.1% | +103.6% | -116.8% | -48.9% |
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