-11.8%
PCOR vs TW
+70.4%
-82.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.1% |
| 7D | +3.0% | +3.9% | -0.9% | +1.0% |
| 30D | +38.7% | +19.9% | +18.8% | +26.2% |
| 3M | +24.9% | +25.9% | -1.1% | +10.7% |
| 6M | +68.8% | +21.1% | +47.6% | +51.0% |
| YTD | +6.7% | +23.9% | -17.2% | -6.3% |
| 1Y | +3.0% | +21.2% | -18.2% | -8.5% |
| 3Y | +48.6% | +44.8% | +3.8% | +9.0% |
| 5Y | -12.7% | +41.4% | -54.1% | -39.0% |
| All | -11.8% | +70.4% | -82.2% | -41.4% |
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