-29.8%
TLT vs PCOR
-8.1%
-21.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.5% |
| 7D | -2.7% | +2.2% | -4.9% | -2.7% |
| 30D | +2.2% | +37.4% | -35.3% | +1.4% |
| 3M | -1.7% | +33.2% | -34.9% | -2.5% |
| 6M | -4.0% | +60.6% | -64.5% | -5.1% |
| YTD | -4.9% | +6.2% | -11.1% | -5.4% |
| 1Y | -7.4% | -1.1% | -6.3% | -7.7% |
| 3Y | +3.0% | +48.4% | -45.4% | +1.3% |
| 5Y | -35.1% | -13.1% | -22.0% | -36.6% |
| All | -29.8% | -8.1% | -21.7% | -31.8% |
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