+4.4%
ABT vs PCOR
-9.2%
+13.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.2% | 0.0% |
| 7D | +1.0% | +20.7% | -19.8% | -0.9% |
| 30D | +11.6% | +35.7% | -24.1% | +8.3% |
| 3M | +2.3% | +31.1% | -28.7% | -0.6% |
| 6M | +32.7% | +43.1% | -10.4% | +27.5% |
| YTD | -9.6% | +4.8% | -14.5% | -11.2% |
| 1Y | -10.1% | -3.7% | -6.4% | -11.0% |
| 3Y | +25.2% | +46.5% | -21.3% | +16.1% |
| 5Y | -4.5% | -17.3% | +12.7% | -11.8% |
| All | +4.4% | -9.2% | +13.6% | -2.6% |
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