+47.9%
PCOR vs TRI
-10.2%
+58.0%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.6% |
| 7D | +2.2% | -7.5% | +9.7% | +6.2% |
| 30D | +37.4% | +3.9% | +33.5% | +34.0% |
| 3M | +33.2% | +7.2% | +26.0% | +27.7% |
| 6M | +60.6% | +27.0% | +33.6% | +39.1% |
| YTD | +6.2% | -14.0% | +20.2% | +6.2% |
| 1Y | -1.1% | -17.7% | +16.6% | +0.2% |
| All | +47.9% | -10.2% | +58.0% | +57.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling