-34.1%
PCOR vs TDY
+51.4%
-85.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.5% | -4.7% | -4.5% |
| 7D | -9.0% | -1.8% | -7.1% | -7.9% |
| 30D | +4.2% | -10.7% | +14.9% | +11.3% |
| 3M | +14.4% | -1.3% | +15.7% | +13.8% |
| 6M | +0.2% | -10.6% | +10.7% | +5.5% |
| YTD | -20.3% | +19.6% | -39.8% | -33.6% |
| 1Y | -16.1% | +11.6% | -27.8% | -26.5% |
| 3Y | -14.7% | +45.2% | -59.9% | -39.9% |
| 5Y | -43.2% | +36.1% | -79.2% | -60.1% |
| All | -34.1% | +51.4% | -85.4% | -53.8% |
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