+42.2%
PCOR vs TKO
+2.2%
+40.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.3% | -0.9% |
| 7D | +22.7% | +5.7% | +17.0% | +19.8% |
| 30D | +37.5% | +6.9% | +30.5% | +33.3% |
| 3M | +35.2% | +2.4% | +32.8% | +33.9% |
| 6M | +42.2% | +1.1% | +41.2% | +36.7% |
| All | +42.2% | +2.2% | +40.0% | +36.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling