-22.7%
PCOR vs TDY
+9.2%
-31.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.6% | -2.0% | -3.7% |
| 7D | -9.0% | -1.8% | -7.2% | -9.1% |
| 30D | -7.0% | -13.8% | +6.8% | -7.4% |
| 3M | +18.3% | -3.9% | +22.2% | +17.4% |
| 6M | -7.8% | -9.0% | +1.2% | -8.3% |
| YTD | -25.6% | +16.5% | -42.1% | -32.6% |
| 1Y | -22.7% | +9.3% | -32.0% | -26.9% |
| All | -22.7% | +9.2% | -31.9% | -26.9% |
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