-77.0%
TE vs PCOR
-9.0%
-68.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.5% | -4.5% | -3.7% |
| 7D | -10.5% | +22.2% | -32.7% | -19.7% |
| 30D | -32.4% | +36.0% | -68.5% | -42.6% |
| 3M | -60.9% | +34.0% | -94.9% | -67.0% |
| 6M | -62.8% | +43.5% | -106.3% | -70.5% |
| YTD | -65.7% | +5.1% | -70.8% | -69.2% |
| 1Y | -39.9% | -3.9% | -36.0% | -42.4% |
| 3Y | +10.6% | +52.9% | -42.3% | -19.1% |
| 5Y | -79.7% | -18.7% | -61.0% | -82.7% |
| All | -77.0% | -9.0% | -68.0% | -81.0% |
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