+48.6%
PCOR vs TKO
+154.2%
-105.6%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.3% |
| 7D | +3.0% | +2.3% | +0.7% | +2.1% |
| 30D | +38.7% | +13.4% | +25.3% | +32.7% |
| 3M | +24.9% | -1.7% | +26.6% | +25.4% |
| 6M | +68.8% | +7.2% | +61.5% | +64.3% |
| YTD | +6.7% | -5.4% | +12.1% | +8.0% |
| 1Y | +3.0% | +8.7% | -5.7% | -0.9% |
| 3Y | +48.6% | +150.4% | -101.8% | +15.9% |
| All | +48.6% | +154.2% | -105.6% | +15.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling