+3.9%
ABT vs PCOR
-10.3%
+14.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.9% | -3.2% |
| 7D | +3.5% | +22.7% | -19.2% | +1.4% |
| 30D | +12.0% | +37.5% | -25.4% | +8.6% |
| 3M | +2.5% | +35.2% | -32.7% | -0.7% |
| 6M | +29.1% | +42.2% | -13.2% | +24.1% |
| YTD | -10.1% | +3.6% | -13.6% | -11.6% |
| 1Y | -9.8% | -4.8% | -5.1% | -10.7% |
| 3Y | +23.3% | +48.3% | -25.1% | +14.1% |
| 5Y | -2.4% | -20.1% | +17.7% | -9.7% |
| All | +3.9% | -10.3% | +14.2% | -3.0% |
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