-14.1%
PCOR vs TD
+110.0%
-124.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.0% | +4.0% | +2.3% |
| 7D | +23.7% | -3.2% | +26.9% | +26.2% |
| 30D | +39.0% | +4.9% | +34.1% | +35.4% |
| 3M | +35.8% | +2.3% | +33.4% | +33.7% |
| 6M | +38.2% | +17.8% | +20.5% | +23.7% |
| YTD | +3.9% | +33.5% | -29.6% | -14.7% |
| 1Y | +5.7% | +55.9% | -50.2% | -22.0% |
| 3Y | +44.8% | +131.5% | -86.8% | -19.0% |
| 5Y | -19.8% | +103.3% | -123.1% | -51.2% |
| All | -14.1% | +110.0% | -124.1% | -53.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling