-79.2%
TE vs PCOR
-9.2%
-70.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.3% | -9.3% | -9.5% |
| 7D | -26.9% | +20.7% | -47.6% | -34.0% |
| 30D | -38.9% | +35.7% | -74.6% | -48.0% |
| 3M | -61.0% | +31.1% | -92.1% | -66.7% |
| 6M | -66.4% | +43.1% | -109.5% | -73.3% |
| YTD | -69.0% | +4.8% | -73.9% | -72.1% |
| 1Y | -54.0% | -3.7% | -50.3% | -56.0% |
| 3Y | +38.0% | +46.5% | -8.5% | +3.8% |
| 5Y | -81.0% | -17.3% | -63.7% | -83.9% |
| All | -79.2% | -9.2% | -70.0% | -82.8% |
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