-60.9%
ACHR vs PCOR
-10.0%
-50.9%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | 0.0% | -6.1% | -6.1% |
| 7D | -11.6% | +23.7% | -35.3% | -23.4% |
| 30D | -16.8% | +39.0% | -55.8% | -32.8% |
| 3M | -25.6% | +35.8% | -61.3% | -39.5% |
| 6M | -33.7% | +38.2% | -72.0% | -48.1% |
| YTD | -48.5% | +3.9% | -52.5% | -53.5% |
| 1Y | -59.6% | +5.7% | -65.2% | -64.1% |
| 3Y | -29.3% | +44.8% | -74.0% | -49.9% |
| 5Y | -38.5% | -19.8% | -18.7% | -50.6% |
| All | -60.9% | -10.0% | -50.9% | -68.6% |
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