+128.3%
TDG vs PCOR
-33.1%
+161.4%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.2% | +1.7% | -0.9% |
| 7D | -0.9% | -6.9% | +6.0% | +0.2% |
| 30D | -6.5% | -1.5% | -5.0% | -6.5% |
| 3M | -5.1% | +18.5% | -23.6% | -8.3% |
| 6M | -11.5% | -4.7% | -6.9% | -12.1% |
| YTD | -13.9% | -22.8% | +8.9% | -11.4% |
| 1Y | -11.5% | -20.7% | +9.3% | -9.7% |
| 3Y | +53.7% | -14.6% | +68.2% | +49.2% |
| 5Y | +135.5% | -40.7% | +176.3% | +124.8% |
| All | +128.3% | -33.1% | +161.4% | +119.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 10y: compounded portfolio wealth divided by compounded PCOR 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…
10y analysis · Full analysis span regression · 6 months rolling