-93.7%
AAOX vs PCOR
+33.6%
-127.3%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.3% | +1.7% | +29.7% | +32.3% |
| 7D | -20.1% | +2.5% | -22.7% | -19.2% |
| 30D | -75.5% | +37.9% | -113.4% | -69.4% |
| 3M | -89.0% | +32.0% | -120.9% | -86.2% |
| 6M | -96.7% | +54.7% | -151.5% | -94.8% |
| All | -93.7% | +33.6% | -127.3% | -90.5% |
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 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