-39.5%
PCOR vs TDY
+47.9%
-87.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.8% |
| 7D | -12.2% | -1.9% | -10.3% | -11.1% |
| 30D | -9.4% | -12.5% | +3.1% | -2.0% |
| 3M | +22.2% | -0.8% | +23.0% | +21.1% |
| 6M | -7.3% | -9.0% | +1.6% | -3.6% |
| YTD | -26.8% | +16.8% | -43.6% | -38.2% |
| 1Y | -22.2% | +9.5% | -31.7% | -31.0% |
| 3Y | -19.1% | +45.4% | -64.5% | -43.3% |
| 5Y | -42.4% | +37.8% | -80.2% | -59.1% |
| All | -39.5% | +47.9% | -87.4% | -57.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling