-34.1%
PCOR vs WU
-56.2%
+22.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.9% |
| YTD | -20.3% | -18.4% | -1.9% | -15.1% |
| 1Y | -16.1% | -8.1% | -8.1% | -15.2% |
| 3Y | -14.7% | -24.2% | +9.4% | -8.6% |
| 5Y | -43.2% | -50.4% | +7.3% | -33.4% |
| All | -34.1% | -56.2% | +22.1% | -24.3% |
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