-4.8%
TLT vs PCOR
-2.3%
-2.6%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | 0.0% |
| 7D | +0.1% | +22.7% | -22.6% | -0.5% |
| 30D | +6.2% | +37.5% | -31.3% | +5.2% |
| 3M | +0.1% | +35.2% | -35.1% | -0.8% |
| 6M | -3.0% | +42.2% | -45.2% | -3.9% |
| YTD | -2.7% | +3.6% | -6.3% | -2.3% |
| 1Y | -4.8% | -4.8% | -0.1% | -4.3% |
| All | -4.8% | -2.3% | -2.6% | -4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling