-76.3%
TE vs PCOR
-10.3%
-66.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.7% |
| 7D | -12.6% | +22.7% | -35.3% | -21.7% |
| 30D | -36.7% | +37.5% | -74.2% | -46.5% |
| 3M | -57.5% | +35.2% | -92.7% | -64.3% |
| 6M | -55.2% | +42.2% | -97.5% | -64.3% |
| YTD | -64.7% | +3.6% | -68.2% | -68.0% |
| 1Y | -35.9% | -4.8% | -31.1% | -38.4% |
| 3Y | -31.8% | +48.3% | -80.1% | -48.5% |
| 5Y | -79.4% | -20.1% | -59.4% | -82.4% |
| All | -76.3% | -10.3% | -66.0% | -80.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling