+158.1%
AAPL vs PCOR
-30.9%
+189.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.3% | +1.7% | -1.6% |
| 7D | +0.1% | -9.0% | +9.0% | +2.1% |
| 30D | +3.0% | +4.2% | -1.2% | +1.8% |
| 3M | +2.9% | +14.4% | -11.5% | -0.8% |
| 6M | +22.1% | +0.2% | +21.9% | +19.7% |
| YTD | +18.0% | -20.3% | +38.3% | +21.6% |
| 1Y | +33.9% | -16.1% | +50.1% | +35.4% |
| 3Y | +71.2% | -14.7% | +85.9% | +66.1% |
| 5Y | +112.6% | -43.2% | +155.8% | +101.5% |
| All | +158.1% | -30.9% | +189.0% | +143.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling