+20.7%
PCOR vs TLN
+678.8%
-658.1%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.3% | -0.2% |
| 7D | +20.7% | +1.1% | +19.6% | +20.2% |
| 30D | +35.7% | -4.6% | +40.3% | +36.0% |
| 3M | +31.1% | +5.2% | +25.8% | +28.7% |
| 6M | +43.1% | -6.5% | +49.7% | +41.9% |
| YTD | +4.8% | -3.6% | +8.5% | +2.0% |
| 1Y | -3.7% | -8.2% | +4.6% | -5.5% |
| 3Y | +46.5% | +559.7% | -513.1% | -21.0% |
| All | +20.7% | +678.8% | -658.1% | -37.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling