-14.4%
PCOR vs WY
-29.6%
+15.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.0% | +2.6% | +1.5% |
| 7D | +22.7% | +3.1% | +19.6% | +20.8% |
| 30D | +37.5% | +13.0% | +24.5% | +27.8% |
| 3M | +35.2% | -16.8% | +52.0% | +50.8% |
| 6M | +42.2% | -11.2% | +53.4% | +50.3% |
| YTD | +3.6% | -9.1% | +12.6% | +5.2% |
| 1Y | -4.8% | -4.8% | 0.0% | -6.7% |
| 3Y | +48.3% | -25.3% | +73.6% | +70.4% |
| 5Y | -20.1% | -33.2% | +13.1% | +3.3% |
| All | -14.4% | -29.6% | +15.2% | +2.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling