-19.8%
PCOR vs TMF
-87.8%
+68.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.1% |
| 7D | +23.7% | +2.7% | +21.0% | +23.4% |
| 30D | +39.0% | +19.3% | +19.7% | +36.8% |
| 3M | +35.8% | -3.7% | +39.4% | +36.1% |
| 6M | +38.2% | -11.3% | +49.6% | +39.5% |
| YTD | +3.9% | -16.6% | +20.5% | +5.3% |
| 1Y | +5.7% | -21.1% | +26.8% | +7.6% |
| 3Y | +44.8% | -26.8% | +71.6% | +45.2% |
| 5Y | -19.8% | -88.0% | +68.3% | -14.4% |
| All | -19.8% | -87.8% | +68.1% | -14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 5y: compounded portfolio wealth divided by compounded TMF 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…
5y analysis · Full analysis span regression · 6 months rolling