-18.4%
TEAM vs PCOR
-10.0%
-8.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.5% | -3.5% |
| 7D | -10.2% | +23.7% | -33.9% | -24.8% |
| 30D | -5.5% | +39.0% | -44.5% | -27.3% |
| 3M | +61.7% | +35.8% | +26.0% | +27.1% |
| 6M | +98.5% | +38.2% | +60.2% | +54.0% |
| YTD | +13.0% | +3.9% | +9.1% | +7.1% |
| 1Y | +13.5% | +5.7% | +7.8% | +5.3% |
| 3Y | +3.6% | +44.8% | -41.2% | -28.5% |
| 5Y | -58.4% | -19.8% | -38.6% | -64.7% |
| All | -18.4% | -10.0% | -8.4% | -32.2% |
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