-34.1%
PCOR vs TRU
-23.0%
-11.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -5.9% | +1.7% | -0.6% |
| 7D | -9.0% | -6.8% | -2.2% | -5.0% |
| 30D | +4.2% | 0.0% | +4.1% | +4.2% |
| 3M | +14.4% | +13.3% | +1.1% | +5.7% |
| 6M | +0.2% | +3.4% | -3.3% | -2.4% |
| YTD | -20.3% | -6.4% | -13.9% | -17.8% |
| 1Y | -16.1% | -9.7% | -6.4% | -12.5% |
| 3Y | -14.7% | +0.1% | -14.9% | -17.0% |
| 5Y | -43.2% | -34.0% | -9.1% | -16.6% |
| All | -34.1% | -23.0% | -11.1% | -12.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling