-16.6%
TNA vs PCOR
-33.1%
+16.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.2% | +1.9% | +1.0% |
| 7D | +4.1% | -6.9% | +11.0% | +9.4% |
| 30D | -7.6% | -1.5% | -6.1% | -7.7% |
| 3M | +8.1% | +18.5% | -10.4% | -8.4% |
| 6M | +49.0% | -4.7% | +53.7% | +41.1% |
| YTD | +51.7% | -22.8% | +74.5% | +65.9% |
| 1Y | +59.6% | -20.7% | +80.3% | +69.4% |
| 3Y | +118.9% | -14.6% | +133.4% | +119.4% |
| 5Y | -19.2% | -40.7% | +21.6% | -8.5% |
| All | -16.6% | -33.1% | +16.5% | -5.7% |
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