-15.6%
TEAM vs PCOR
-30.9%
+15.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.3% | +1.6% | +0.5% |
| 7D | -0.4% | -9.0% | +8.5% | +6.7% |
| 30D | +67.3% | +4.2% | +63.1% | +63.5% |
| 3M | +86.8% | +14.4% | +72.4% | +70.2% |
| 6M | +146.8% | +0.2% | +146.6% | +148.5% |
| YTD | +16.9% | -20.3% | +37.2% | +37.8% |
| 1Y | +12.8% | -16.1% | +28.9% | +26.3% |
| 3Y | -7.3% | -14.7% | +7.4% | -5.0% |
| 5Y | -50.7% | -43.2% | -7.6% | -47.5% |
| All | -15.6% | -30.9% | +15.3% | -12.8% |
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