-20.0%
PCOR vs TPG
+85.9%
-105.9%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.3% | +0.2% | -1.2% |
| 7D | -6.9% | -2.9% | -4.1% | -5.3% |
| 30D | -1.5% | +5.0% | -6.6% | -4.2% |
| 3M | +18.5% | +24.9% | -6.4% | +3.0% |
| 6M | -4.7% | +21.1% | -25.7% | -16.0% |
| YTD | -22.8% | -17.3% | -5.5% | -14.5% |
| 1Y | -20.7% | -9.8% | -10.9% | -17.3% |
| 3Y | -14.6% | +95.4% | -110.0% | -45.4% |
| All | -20.0% | +85.9% | -105.9% | -49.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling