-20.7%
PCOR vs TRI
-41.0%
+20.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -6.5% | +3.3% | +0.5% |
| 7D | -6.9% | -7.1% | +0.2% | -3.1% |
| 30D | -1.5% | -2.3% | +0.8% | -0.3% |
| 3M | +18.5% | +19.6% | -1.1% | +4.7% |
| 6M | -4.7% | -8.7% | +4.0% | -3.7% |
| YTD | -22.8% | -22.3% | -0.5% | -17.9% |
| 1Y | -20.7% | -40.7% | +19.9% | -10.0% |
| All | -20.7% | -41.0% | +20.3% | -10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 1y: compounded portfolio wealth divided by compounded TRI 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…
1y analysis · Full analysis span regression · 6 months rolling