-14.4%
PCOR vs WPM
+206.8%
-221.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.3% | -0.9% |
| 7D | +22.7% | +16.9% | +5.8% | +19.7% |
| 30D | +37.5% | +2.0% | +35.5% | +36.6% |
| 3M | +35.2% | +8.9% | +26.3% | +32.5% |
| 6M | +42.2% | +1.6% | +40.7% | +40.3% |
| YTD | +3.6% | +16.5% | -12.9% | -2.1% |
| 1Y | -4.8% | +42.2% | -47.0% | -13.9% |
| 3Y | +48.3% | +213.3% | -165.0% | +4.1% |
| 5Y | -20.1% | +249.9% | -270.0% | -47.1% |
| All | -14.4% | +206.8% | -221.2% | -44.8% |
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