-34.1%
PCOR vs TMF
-84.5%
+50.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.4% | -4.6% | -4.3% |
| 7D | -9.0% | -1.4% | -7.5% | -8.9% |
| 30D | +4.2% | -2.8% | +7.0% | +4.4% |
| 3M | +14.4% | -10.9% | +25.3% | +15.3% |
| 6M | +0.2% | -21.3% | +21.5% | +1.8% |
| YTD | -20.3% | -15.9% | -4.4% | -19.3% |
| 1Y | -16.1% | -15.7% | -0.4% | -15.2% |
| 3Y | -14.7% | -43.4% | +28.6% | -12.9% |
| 5Y | -43.2% | -87.8% | +44.6% | -42.1% |
| All | -34.1% | -84.5% | +50.4% | -39.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling