-34.1%
PCOR vs WPM
+248.9%
-282.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.1% | -3.2% | -4.1% |
| 7D | -9.0% | +1.1% | -10.0% | -9.1% |
| 30D | +4.2% | +26.4% | -22.2% | +0.3% |
| 3M | +14.4% | +20.8% | -6.4% | +10.7% |
| 6M | +0.2% | +1.1% | -0.9% | -0.6% |
| YTD | -20.3% | +32.5% | -52.7% | -25.7% |
| 1Y | -16.1% | +51.5% | -67.7% | -24.5% |
| 3Y | -14.7% | +267.0% | -281.7% | -41.6% |
| 5Y | -43.2% | +250.1% | -293.3% | -62.8% |
| All | -34.1% | +248.9% | -282.9% | -58.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling