-17.3%
PCOR vs WPM
+233.8%
-251.1%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.1% | +4.8% | +0.6% |
| 7D | +20.7% | +16.4% | +4.4% | +17.7% |
| 30D | +35.7% | -1.5% | +37.1% | +35.4% |
| 3M | +31.1% | +2.6% | +28.5% | +29.5% |
| 6M | +43.1% | -1.3% | +44.5% | +41.8% |
| YTD | +4.8% | +16.8% | -11.9% | -1.3% |
| 1Y | -3.7% | +34.1% | -37.8% | -12.3% |
| 3Y | +46.5% | +225.1% | -178.6% | -1.2% |
| 5Y | -17.3% | +234.5% | -251.8% | -42.2% |
| All | -17.3% | +233.8% | -251.1% | -42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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