-14.4%
PCOR vs TDY
+53.3%
-67.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.5% | -4.9% | -2.9% |
| 7D | +22.7% | -6.0% | +28.7% | +26.1% |
| 30D | +37.5% | +2.4% | +35.1% | +33.9% |
| 3M | +35.2% | -10.0% | +45.2% | +41.9% |
| 6M | +42.2% | -4.0% | +46.2% | +41.6% |
| YTD | +3.6% | +21.1% | -17.6% | -15.6% |
| 1Y | -4.8% | +22.1% | -26.8% | -22.9% |
| 3Y | +48.3% | +64.0% | -15.7% | -6.5% |
| 5Y | -20.1% | +38.6% | -58.7% | -44.8% |
| All | -14.4% | +53.3% | -67.7% | -41.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling