-34.1%
PCOR vs TKO
+278.5%
-312.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +16.9% |
| 6M | +0.2% | -13.3% | +13.5% | +4.0% |
| YTD | -20.3% | -10.3% | -10.0% | -18.1% |
| 1Y | -16.1% | -0.6% | -15.5% | -16.7% |
| 3Y | -14.7% | +88.5% | -103.2% | -28.9% |
| 5Y | -43.2% | +284.7% | -327.9% | -66.3% |
| All | -34.1% | +278.5% | -312.6% | -60.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling