-31.8%
TE vs PCOR
+43.8%
-75.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.7% |
| 7D | -12.6% | +22.7% | -35.3% | -21.5% |
| 30D | -36.7% | +37.5% | -74.2% | -46.4% |
| 3M | -57.5% | +35.2% | -92.7% | -64.3% |
| 6M | -55.2% | +42.2% | -97.5% | -64.1% |
| YTD | -64.7% | +3.6% | -68.2% | -66.5% |
| 1Y | -35.9% | -4.8% | -31.1% | -34.1% |
| 3Y | -31.8% | +48.3% | -80.1% | -64.1% |
| All | -31.8% | +43.8% | -75.6% | -64.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling