-40.7%
PCOR vs TDY
+36.7%
-77.4%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.2% | -2.6% |
| 7D | -6.9% | -0.9% | -6.0% | -6.4% |
| 30D | -1.5% | -12.5% | +10.9% | +6.8% |
| 3M | +18.5% | -1.2% | +19.7% | +17.7% |
| 6M | -4.7% | -6.6% | +1.9% | -2.5% |
| YTD | -22.8% | +18.5% | -41.2% | -35.9% |
| 1Y | -20.7% | +10.8% | -31.5% | -30.6% |
| 3Y | -14.6% | +47.5% | -62.1% | -41.9% |
| 5Y | -40.7% | +35.8% | -76.5% | -58.6% |
| All | -40.7% | +36.7% | -77.4% | -58.6% |
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