-4.8%
PCOR vs TRU
+2.1%
-6.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | +1.0% |
| 7D | +22.7% | +5.7% | +17.0% | +18.8% |
| 30D | +37.5% | +29.2% | +8.2% | +16.0% |
| 3M | +35.2% | +2.7% | +32.5% | +33.6% |
| 6M | +42.2% | +15.2% | +27.0% | +28.5% |
| YTD | +3.6% | -4.9% | +8.4% | +1.7% |
| 1Y | -4.8% | +3.4% | -8.2% | -9.6% |
| All | -4.8% | +2.1% | -6.9% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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