-14.8%
AA vs PCOR
-19.6%
+4.8%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.3% | +3.0% |
| 7D | +0.9% | +22.7% | -21.8% | -6.4% |
| 30D | -6.7% | +37.5% | -44.1% | -17.0% |
| 3M | -16.3% | +35.2% | -51.5% | -25.7% |
| 6M | -37.1% | +42.2% | -79.4% | -46.0% |
| YTD | -25.0% | +3.6% | -28.6% | -29.1% |
| 1Y | +8.6% | -4.8% | +13.3% | +6.6% |
| 3Y | +57.2% | +48.3% | +8.9% | +26.9% |
| All | -14.8% | -19.6% | +4.8% | -28.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling