-13.5%
AG vs PCOR
-10.3%
-3.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.9% |
| 7D | +6.3% | +22.7% | -16.4% | +0.6% |
| 30D | -8.9% | +37.5% | -46.4% | -16.4% |
| 3M | -12.2% | +35.2% | -47.4% | -19.4% |
| 6M | -28.3% | +42.2% | -70.5% | -35.7% |
| YTD | -8.8% | +3.6% | -12.4% | -12.0% |
| 1Y | +39.4% | -4.8% | +44.1% | +38.0% |
| 3Y | +229.4% | +48.3% | +181.1% | +172.5% |
| 5Y | +14.5% | -20.1% | +34.6% | -1.1% |
| All | -13.5% | -10.3% | -3.1% | -25.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling