+25.2%
ABT vs PCOR
+52.3%
-27.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.2% | 0.0% |
| 7D | +1.0% | +20.7% | -19.8% | -0.5% |
| 30D | +11.6% | +35.7% | -24.1% | +9.1% |
| 3M | +2.3% | +31.1% | -28.7% | +0.1% |
| 6M | +32.7% | +43.1% | -10.4% | +28.5% |
| YTD | -9.6% | +4.8% | -14.5% | -11.5% |
| 1Y | -10.1% | -3.7% | -6.4% | -11.6% |
| 3Y | +25.2% | +46.5% | -21.3% | +17.8% |
| All | +25.2% | +52.3% | -27.1% | +17.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling