-4.8%
PCOR vs TW
+22.3%
-27.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +22.7% | +4.2% | +18.5% | +21.0% |
| 30D | +37.5% | +18.9% | +18.5% | +29.5% |
| 3M | +35.2% | +23.8% | +11.4% | +25.8% |
| 6M | +42.2% | +17.0% | +25.2% | +33.9% |
| YTD | +3.6% | +19.2% | -15.7% | -1.8% |
| 1Y | -4.8% | +20.1% | -24.9% | -9.9% |
| All | -4.8% | +22.3% | -27.1% | -9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling