-12.5%
PCOR vs TW
+41.3%
-53.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +0.9% | +1.3% |
| 7D | +2.5% | +2.8% | -0.3% | +1.0% |
| 30D | +37.9% | +18.1% | +19.8% | +26.4% |
| 3M | +32.0% | +25.2% | +6.7% | +17.3% |
| 6M | +54.7% | +19.1% | +35.6% | +39.6% |
| YTD | +6.6% | +21.9% | -15.3% | -5.7% |
| 1Y | -1.7% | +18.9% | -20.6% | -11.8% |
| 3Y | +49.0% | +41.7% | +7.2% | +9.5% |
| 5Y | -12.5% | +40.4% | -53.0% | -37.8% |
| All | -12.5% | +41.3% | -53.8% | -37.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling