-47.3%
TE vs PCOR
-43.0%
-4.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.3% | +5.6% | +3.5% |
| 7D | -4.0% | -9.0% | +5.0% | +0.7% |
| 30D | -15.9% | +4.2% | -20.1% | -18.2% |
| 3M | -60.5% | +14.4% | -75.0% | -64.1% |
| 6M | -35.2% | +0.2% | -35.4% | -38.9% |
| YTD | -31.1% | -20.3% | -10.9% | -27.5% |
| 1Y | +148.6% | -16.1% | +164.8% | +150.3% |
| 3Y | -26.4% | -14.7% | -11.7% | -27.1% |
| All | -47.3% | -43.0% | -4.3% | -46.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling