+3.9%
AA vs PCOR
-4.6%
+8.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.3% | -4.1% | -4.4% |
| 7D | +1.2% | +20.7% | -19.5% | +1.0% |
| 30D | -5.0% | +35.7% | -40.7% | -5.3% |
| 3M | -22.2% | +31.1% | -53.3% | -22.5% |
| 6M | -36.3% | +43.1% | -79.5% | -36.3% |
| YTD | -24.2% | +4.8% | -29.0% | -11.6% |
| 1Y | +3.9% | -3.7% | +7.5% | +31.5% |
| All | +3.9% | -4.6% | +8.4% | +31.5% |
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