-39.5%
PCOR vs TKO
+285.9%
-325.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.5% |
| 7D | -12.2% | +0.1% | -12.3% | -12.3% |
| 30D | -9.4% | -2.6% | -6.8% | -8.8% |
| 3M | +22.2% | -7.8% | +30.0% | +24.8% |
| 6M | -7.3% | -7.0% | -0.3% | -5.8% |
| YTD | -26.8% | -8.5% | -18.3% | -25.4% |
| 1Y | -22.2% | -1.3% | -20.9% | -22.7% |
| 3Y | -19.1% | +105.0% | -124.0% | -34.2% |
| 5Y | -42.4% | +292.9% | -335.3% | -66.1% |
| All | -39.5% | +285.9% | -325.4% | -64.1% |
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