+19.2%
PCOR vs TLN
+630.2%
-611.0%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.1% | -7.4% | -1.3% |
| 7D | +22.7% | -1.3% | +24.0% | +22.4% |
| 30D | +37.5% | -10.5% | +48.0% | +38.9% |
| 3M | +35.2% | +0.1% | +35.1% | +33.6% |
| 6M | +42.2% | -17.4% | +59.6% | +43.9% |
| YTD | +3.6% | -9.7% | +13.2% | +1.6% |
| 1Y | -4.8% | -12.3% | +7.5% | -6.3% |
| 3Y | +48.3% | +528.3% | -479.9% | -19.9% |
| All | +19.2% | +630.2% | -611.0% | -37.2% |
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