-28.1%
TLT vs PCOR
-10.3%
-17.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | 0.0% |
| 7D | +0.1% | +22.7% | -22.6% | -0.4% |
| 30D | +6.2% | +37.5% | -31.3% | +5.4% |
| 3M | +0.1% | +35.2% | -35.1% | -0.7% |
| 6M | -3.0% | +42.2% | -45.2% | -3.9% |
| YTD | -2.7% | +3.6% | -6.3% | -3.1% |
| 1Y | -4.8% | -4.8% | -0.1% | -5.0% |
| 3Y | +6.9% | +48.3% | -41.4% | +5.1% |
| 5Y | -34.5% | -20.1% | -14.4% | -36.0% |
| All | -28.1% | -10.3% | -17.8% | -30.1% |
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 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