-13.1%
PCOR vs TKO
+307.9%
-321.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.5% | -3.0% | +0.1% |
| 7D | +22.2% | +7.8% | +14.4% | +19.5% |
| 30D | +36.0% | +12.2% | +23.9% | +31.4% |
| 3M | +34.0% | +7.5% | +26.5% | +31.0% |
| 6M | +43.5% | +7.7% | +35.8% | +40.0% |
| YTD | +5.1% | -3.3% | +8.4% | +5.5% |
| 1Y | -3.9% | +11.1% | -15.0% | -7.6% |
| 3Y | +52.9% | +141.0% | -88.1% | +19.6% |
| 5Y | -18.7% | +278.8% | -297.5% | -52.8% |
| All | -13.1% | +307.9% | -321.0% | -49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 10y: compounded portfolio wealth divided by compounded TKO 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…
10y analysis · Full analysis span regression · 6 months rolling