-29.0%
TLT vs PCOR
-7.7%
-21.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.6% | 0.0% |
| 7D | -1.0% | +2.5% | -3.6% | -1.1% |
| 30D | +3.7% | +37.9% | -34.2% | +2.9% |
| 3M | -0.8% | +32.0% | -32.7% | -1.5% |
| 6M | -3.6% | +54.7% | -58.3% | -4.6% |
| YTD | -3.9% | +6.6% | -10.5% | -4.3% |
| 1Y | -6.2% | -1.7% | -4.5% | -6.5% |
| 3Y | +4.2% | +49.0% | -44.8% | +2.4% |
| 5Y | -34.7% | -12.5% | -22.1% | -36.2% |
| All | -29.0% | -7.7% | -21.3% | -31.0% |
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