-80.8%
TE vs PCOR
-7.6%
-73.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.5% | -3.6% | -3.3% |
| 7D | -19.1% | +3.0% | -22.1% | -20.2% |
| 30D | -34.1% | +38.7% | -72.8% | -44.5% |
| 3M | -60.1% | +24.9% | -85.0% | -65.0% |
| 6M | -66.0% | +68.8% | -134.7% | -75.2% |
| YTD | -71.4% | +6.7% | -78.1% | -74.4% |
| 1Y | -45.3% | +3.0% | -48.3% | -49.7% |
| 3Y | +9.1% | +48.6% | -39.5% | -18.4% |
| 5Y | -82.6% | -12.7% | -69.9% | -85.4% |
| All | -80.8% | -7.6% | -73.2% | -84.2% |
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