-14.4%
PCOR vs WU
-56.5%
+42.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | +0.4% |
| 7D | +22.7% | +11.7% | +11.0% | +17.8% |
| 30D | +37.5% | +12.6% | +24.9% | +31.4% |
| 3M | +35.2% | -0.5% | +35.7% | +35.3% |
| 6M | +42.2% | -18.2% | +60.4% | +51.5% |
| YTD | +3.6% | -19.0% | +22.6% | +10.5% |
| 1Y | -4.8% | -16.7% | +11.9% | +0.3% |
| 3Y | +48.3% | -21.0% | +69.4% | +57.0% |
| 5Y | -20.1% | -41.7% | +21.6% | -8.5% |
| All | -14.4% | -56.5% | +42.1% | -1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 10y: compounded portfolio wealth divided by compounded WU 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…
10y analysis · Full analysis span regression · 6 months rolling