-41.4%
PCOR vs TW
+23.1%
-64.6%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.8% | -5.1% | -4.7% |
| 7D | -9.0% | -2.3% | -6.6% | -7.9% |
| 30D | +4.2% | +3.9% | +0.2% | +2.1% |
| 3M | +14.4% | +5.7% | +8.7% | +9.7% |
| 6M | +0.2% | -14.5% | +14.7% | +7.8% |
| YTD | -20.3% | -0.9% | -19.4% | -21.4% |
| 1Y | -16.1% | -13.5% | -2.6% | -10.8% |
| 3Y | -14.7% | +25.0% | -39.7% | -34.4% |
| All | -41.4% | +23.1% | -64.6% | -54.9% |
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 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