-22.9%
PCOR vs TPG
+78.6%
-101.5%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.9% | +0.3% | -1.3% |
| 7D | -9.0% | -6.5% | -2.5% | -5.2% |
| 30D | -7.0% | +0.1% | -7.1% | -6.9% |
| 3M | +18.3% | +14.5% | +3.8% | +8.6% |
| 6M | -7.8% | +17.3% | -25.1% | -17.2% |
| YTD | -25.6% | -20.5% | -5.1% | -15.6% |
| 1Y | -22.7% | -13.2% | -9.5% | -17.4% |
| 3Y | -17.7% | +87.7% | -105.4% | -46.1% |
| All | -22.9% | +78.6% | -101.5% | -50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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