-14.1%
PCOR vs WU
-55.6%
+41.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.5% | -6.5% | -2.5% |
| 7D | +23.7% | +13.0% | +10.6% | +18.2% |
| 30D | +39.0% | +14.3% | +24.7% | +32.1% |
| 3M | +35.8% | +0.1% | +35.6% | +35.5% |
| 6M | +38.2% | -17.7% | +55.9% | +46.9% |
| YTD | +3.9% | -17.3% | +21.3% | +10.0% |
| 1Y | +5.7% | -11.1% | +16.7% | +8.6% |
| 3Y | +44.8% | -19.8% | +64.6% | +52.3% |
| 5Y | -19.8% | -40.5% | +20.7% | -8.9% |
| All | -14.1% | -55.6% | +41.5% | -2.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling