-20.1%
PCOR vs TDY
+38.0%
-58.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.5% | -4.9% | -3.0% |
| 7D | +22.7% | -6.0% | +28.7% | +26.2% |
| 30D | +37.5% | +2.4% | +35.1% | +33.7% |
| 3M | +35.2% | -10.0% | +45.2% | +42.2% |
| 6M | +42.2% | -4.0% | +46.2% | +41.6% |
| YTD | +3.6% | +21.1% | -17.6% | -16.5% |
| 1Y | -4.8% | +22.1% | -26.8% | -23.8% |
| 3Y | +48.3% | +64.0% | -15.7% | -9.6% |
| All | -20.1% | +38.0% | -58.1% | -44.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling