-78.6%
TE vs PCOR
-7.7%
-70.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.7% | +1.2% | +2.1% |
| 7D | -22.0% | +2.5% | -24.5% | -22.9% |
| 30D | -33.6% | +37.9% | -71.5% | -44.0% |
| 3M | -61.1% | +32.0% | -93.0% | -66.9% |
| 6M | -64.7% | +54.7% | -119.5% | -73.0% |
| YTD | -68.1% | +6.6% | -74.7% | -71.5% |
| 1Y | -51.7% | -1.7% | -50.0% | -54.3% |
| 3Y | +42.0% | +49.0% | -7.0% | +6.1% |
| 5Y | -80.8% | -12.5% | -68.3% | -83.9% |
| All | -78.6% | -7.7% | -70.9% | -82.4% |
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