-11.8%
PCOR vs WU
-57.4%
+45.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.8% | 0.0% |
| 7D | +3.0% | -2.0% | +5.1% | +3.8% |
| 30D | +38.7% | +11.4% | +27.3% | +33.2% |
| 3M | +24.9% | -6.8% | +31.7% | +27.9% |
| 6M | +68.8% | -14.6% | +83.4% | +76.4% |
| YTD | +6.7% | -20.6% | +27.3% | +14.7% |
| 1Y | +3.0% | -15.4% | +18.4% | +7.7% |
| 3Y | +48.6% | -23.6% | +72.2% | +59.1% |
| 5Y | -12.7% | -43.4% | +30.7% | +0.7% |
| All | -11.8% | -57.4% | +45.6% | +2.2% |
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