-41.4%
PCOR vs TKO
+287.6%
-329.0%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.8% | -2.5% | -3.7% |
| 7D | -9.0% | +0.7% | -9.7% | -9.2% |
| 30D | +4.2% | +1.6% | +2.6% | +3.6% |
| 3M | +14.4% | -7.8% | +22.2% | +17.0% |
| 6M | +0.2% | -13.3% | +13.5% | +4.2% |
| YTD | -20.3% | -10.3% | -10.0% | -18.0% |
| 1Y | -16.1% | -0.6% | -15.5% | -16.8% |
| 3Y | -14.7% | +88.5% | -103.2% | -29.9% |
| All | -41.4% | +287.6% | -329.0% | -71.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling