-34.1%
PCOR vs WY
-22.8%
-11.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.8% | -5.1% | -4.8% |
| 7D | -9.0% | -1.7% | -7.2% | -8.0% |
| 30D | +4.2% | -10.1% | +14.3% | +11.0% |
| 3M | +14.4% | -5.1% | +19.6% | +17.1% |
| 6M | +0.2% | -4.8% | +5.0% | +1.0% |
| YTD | -20.3% | -0.2% | -20.0% | -23.3% |
| 1Y | -16.1% | -6.6% | -9.5% | -15.5% |
| 3Y | -14.7% | -22.7% | +8.0% | -3.1% |
| 5Y | -43.2% | -22.2% | -20.9% | -32.6% |
| All | -34.1% | -22.8% | -11.3% | -25.1% |
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