+149.0%
ADI vs PCOR
-30.9%
+180.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.3% | +5.9% | +2.7% |
| 7D | +0.4% | -9.0% | +9.4% | +2.8% |
| 30D | -3.8% | +4.2% | -8.0% | -5.2% |
| 3M | -15.3% | +14.4% | -29.7% | -19.1% |
| 6M | +6.7% | +0.2% | +6.5% | +3.7% |
| YTD | +34.8% | -20.3% | +55.0% | +39.7% |
| 1Y | +49.0% | -16.1% | +65.2% | +51.0% |
| 3Y | +108.1% | -14.7% | +122.8% | +102.7% |
| 5Y | +142.4% | -43.2% | +185.6% | +129.6% |
| All | +149.0% | -30.9% | +180.0% | +137.5% |
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