-14.6%
PCOR vs TRU
+0.7%
-15.3%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -5.9% | +1.7% | -1.3% |
| 7D | -9.0% | -6.8% | -2.2% | -5.7% |
| 30D | +4.2% | 0.0% | +4.1% | +4.3% |
| 3M | +14.4% | +13.3% | +1.1% | +7.4% |
| 6M | +0.2% | +3.4% | -3.3% | -2.0% |
| YTD | -20.3% | -6.4% | -13.9% | -18.6% |
| 1Y | -16.1% | -9.7% | -6.4% | -13.5% |
| All | -14.6% | +0.7% | -15.3% | -2.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling