-13.1%
PCOR vs WY
-32.2%
+19.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | +0.2% |
| 7D | +2.2% | -5.4% | +7.6% | +5.7% |
| 30D | +37.4% | +7.9% | +29.6% | +31.3% |
| 3M | +33.2% | -16.6% | +49.8% | +48.9% |
| 6M | +60.6% | -11.2% | +71.8% | +69.7% |
| YTD | +6.2% | -11.3% | +17.5% | +9.5% |
| 1Y | -1.1% | -5.5% | +4.5% | -3.2% |
| 3Y | +48.4% | -25.4% | +73.8% | +70.1% |
| 5Y | -13.1% | -32.4% | +19.2% | +12.0% |
| All | -13.1% | -32.2% | +19.1% | +12.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling