+0.2%
PCOR vs WPM
+0.4%
-0.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.1% | -3.2% | -4.3% |
| 7D | -9.0% | +1.1% | -10.0% | -9.0% |
| 30D | +4.2% | +26.4% | -22.2% | +4.7% |
| 3M | +14.4% | +20.8% | -6.4% | +14.4% |
| 6M | +0.2% | +1.1% | -0.9% | -1.2% |
| All | +0.2% | +0.4% | -0.3% | -1.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling