-15.5%
AA vs PCOR
-22.6%
+7.1%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | 0.0% | -5.3% | -5.3% |
| 7D | -3.7% | +23.7% | -27.4% | -10.9% |
| 30D | -10.8% | +39.0% | -49.8% | -20.9% |
| 3M | -19.1% | +35.8% | -54.8% | -28.2% |
| 6M | -38.7% | +38.2% | -76.9% | -46.8% |
| YTD | -27.1% | +3.9% | -31.1% | -31.1% |
| 1Y | +8.3% | +5.7% | +2.7% | +1.5% |
| 3Y | +49.6% | +44.8% | +4.8% | +21.7% |
| 5Y | -15.5% | -19.8% | +4.3% | -29.7% |
| All | -15.5% | -22.6% | +7.1% | -29.7% |
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