+6.9%
PCOR vs TLN
-17.6%
+24.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.7% | -8.5% | +28.2% | +19.0% |
| 7D | +21.8% | -6.0% | +27.9% | +21.2% |
| 30D | +39.5% | -1.5% | +41.1% | +39.1% |
| 3M | +35.2% | -3.9% | +39.1% | +34.8% |
| 6M | +21.7% | -15.0% | +36.8% | +20.6% |
| YTD | +3.9% | -12.8% | +16.8% | +4.1% |
| 1Y | +6.9% | -17.3% | +24.3% | +6.3% |
| All | +6.9% | -17.6% | +24.5% | +6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 1y: compounded portfolio wealth divided by compounded TLN 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…
1y analysis · Full analysis span regression · 6 months rolling