-20.1%
PCOR vs TRU
-26.8%
+6.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | +0.9% |
| 7D | +22.7% | +5.7% | +17.0% | +19.1% |
| 30D | +37.5% | +29.2% | +8.2% | +17.4% |
| 3M | +35.2% | +2.7% | +32.5% | +32.6% |
| 6M | +42.2% | +15.2% | +27.0% | +29.5% |
| YTD | +3.6% | -4.9% | +8.4% | +5.1% |
| 1Y | -4.8% | +3.4% | -8.2% | -8.2% |
| 3Y | +48.3% | +63.2% | -14.8% | +5.7% |
| All | -20.1% | -26.8% | +6.7% | +15.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling