+20.9%
AA vs PCOR
-7.7%
+28.6%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.7% | +1.0% | +2.1% |
| 7D | +1.1% | +2.5% | -1.4% | +0.3% |
| 30D | -1.3% | +37.9% | -39.1% | -11.7% |
| 3M | -23.9% | +32.0% | -55.9% | -31.5% |
| 6M | -36.8% | +54.7% | -91.5% | -46.8% |
| YTD | -22.2% | +6.6% | -28.7% | -26.9% |
| 1Y | +10.4% | -1.7% | +12.0% | +7.1% |
| 3Y | +72.0% | +49.0% | +23.0% | +40.8% |
| 5Y | -15.6% | -12.5% | -3.1% | -29.2% |
| All | +20.9% | -7.7% | +28.6% | +1.1% |
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