-16.1%
PCOR vs TDY
+11.8%
-27.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.5% | -4.7% | -4.2% |
| 7D | -9.0% | -1.8% | -7.1% | -9.0% |
| 30D | +4.2% | -10.7% | +14.9% | +3.7% |
| 3M | +14.4% | -1.3% | +15.7% | +13.7% |
| 6M | +0.2% | -10.6% | +10.7% | +0.1% |
| YTD | -20.3% | +19.6% | -39.8% | -27.6% |
| 1Y | -16.1% | +11.6% | -27.8% | -19.7% |
| All | -16.1% | +11.8% | -27.9% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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