-12.3%
TGT vs PCOR
-9.0%
-3.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.5% | +3.2% | +4.4% |
| 7D | +4.7% | +22.2% | -17.5% | 0.0% |
| 30D | +8.0% | +36.0% | -28.0% | +0.7% |
| 3M | +11.7% | +34.0% | -22.3% | +4.1% |
| 6M | +34.7% | +43.5% | -8.8% | +22.8% |
| YTD | +74.4% | +5.1% | +69.3% | +68.6% |
| 1Y | +89.2% | -3.9% | +93.1% | +86.9% |
| 3Y | +73.4% | +52.9% | +20.5% | +47.9% |
| 5Y | -24.0% | -18.7% | -5.4% | -33.7% |
| All | -12.3% | -9.0% | -3.3% | -23.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling