-41.4%
PCOR vs WU
-50.7%
+9.2%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.0% | -3.3% | -3.9% |
| 7D | -9.0% | -0.8% | -8.1% | -8.7% |
| 30D | +4.2% | -1.1% | +5.3% | +4.6% |
| 3M | +14.4% | -3.9% | +18.3% | +14.3% |
| 6M | +0.2% | -20.7% | +20.8% | +8.0% |
| YTD | -20.3% | -18.4% | -1.9% | -15.0% |
| 1Y | -16.1% | -8.1% | -8.1% | -15.2% |
| 3Y | -14.7% | -24.2% | +9.4% | -8.5% |
| All | -41.4% | -50.7% | +9.2% | -31.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling