-16.3%
TGT vs PCOR
-10.3%
-5.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.4% |
| 7D | +2.6% | +22.7% | -20.1% | -2.1% |
| 30D | +5.0% | +37.5% | -32.5% | -2.4% |
| 3M | +8.5% | +35.2% | -26.7% | +1.0% |
| 6M | +23.8% | +42.2% | -18.5% | +13.0% |
| YTD | +66.5% | +3.6% | +63.0% | +61.4% |
| 1Y | +84.9% | -4.8% | +89.6% | +83.0% |
| 3Y | +59.2% | +48.3% | +10.9% | +36.7% |
| 5Y | -27.2% | -20.1% | -7.1% | -36.3% |
| All | -16.3% | -10.3% | -5.9% | -27.1% |
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