-7.4%
ABT vs PCOR
-11.9%
+4.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.1% |
| 7D | -1.3% | +3.0% | -4.3% | -1.6% |
| 30D | +6.0% | +38.7% | -32.6% | +2.4% |
| 3M | -1.9% | +24.9% | -26.7% | -4.4% |
| 6M | +31.2% | +68.8% | -37.6% | +23.8% |
| YTD | -11.2% | +6.7% | -17.9% | -13.0% |
| 1Y | -14.0% | +3.0% | -17.0% | -15.5% |
| 3Y | +20.7% | +48.6% | -27.9% | +10.8% |
| All | -7.4% | -11.9% | +4.5% | -13.8% |
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 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