-28.7%
TNA vs PCOR
-9.0%
-19.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +1.5% | +8.1% | +8.6% |
| 7D | +2.3% | +22.2% | -19.9% | -12.5% |
| 30D | +1.4% | +36.0% | -34.7% | -19.8% |
| 3M | -21.1% | +34.0% | -55.1% | -38.3% |
| 6M | -9.4% | +43.5% | -52.9% | -35.3% |
| YTD | +29.6% | +5.1% | +24.5% | +11.0% |
| 1Y | +34.6% | -3.9% | +38.6% | +25.1% |
| 3Y | +155.9% | +52.9% | +103.0% | +67.0% |
| 5Y | -44.2% | -18.7% | -25.5% | -50.4% |
| All | -28.7% | -9.0% | -19.8% | -36.9% |
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