-13.3%
PCOR vs WU
-56.1%
+42.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.4% | -0.7% |
| 7D | +20.7% | +11.0% | +9.7% | +16.1% |
| 30D | +35.7% | +13.4% | +22.3% | +29.5% |
| 3M | +31.1% | +2.2% | +28.8% | +29.9% |
| 6M | +43.1% | -18.2% | +61.3% | +52.4% |
| YTD | +4.8% | -18.3% | +23.1% | +11.4% |
| 1Y | -3.7% | -12.2% | +8.5% | -0.6% |
| 3Y | +46.5% | -20.8% | +67.3% | +54.8% |
| 5Y | -17.3% | -42.6% | +25.3% | -5.5% |
| All | -13.3% | -56.1% | +42.8% | -0.7% |
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