-14.4%
PCOR vs TW
+64.0%
-78.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +22.7% | +4.2% | +18.5% | +20.2% |
| 30D | +37.5% | +18.9% | +18.5% | +25.6% |
| 3M | +35.2% | +23.8% | +11.4% | +21.1% |
| 6M | +42.2% | +17.0% | +25.2% | +29.6% |
| YTD | +3.6% | +19.2% | -15.7% | -7.1% |
| 1Y | -4.8% | +20.1% | -24.9% | -15.0% |
| 3Y | +48.3% | +40.5% | +7.8% | +10.4% |
| 5Y | -20.1% | +38.0% | -58.1% | -43.4% |
| All | -14.4% | +64.0% | -78.4% | -41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 10y: compounded portfolio wealth divided by compounded TW 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…
10y analysis · Full analysis span regression · 6 months rolling