+48.3%
PCOR vs WY
-25.3%
+73.6%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.0% | +2.6% | +1.0% |
| 7D | +22.7% | +3.1% | +19.6% | +21.3% |
| 30D | +37.5% | +13.0% | +24.5% | +30.5% |
| 3M | +35.2% | -16.8% | +52.0% | +46.4% |
| 6M | +42.2% | -11.2% | +53.4% | +48.1% |
| YTD | +3.6% | -9.1% | +12.6% | +4.2% |
| 1Y | -4.8% | -4.8% | 0.0% | -7.4% |
| 3Y | +48.3% | -25.3% | +73.6% | +63.8% |
| All | +48.3% | -25.3% | +73.6% | +63.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 3y: compounded portfolio wealth divided by compounded WY 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…
3y analysis · Full analysis span regression · 6 months rolling