-9.4%
AG vs PCOR
-9.0%
-0.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.5% | +3.2% | +4.3% |
| 7D | +10.8% | +22.2% | -11.4% | +5.0% |
| 30D | -8.2% | +36.0% | -44.2% | -15.4% |
| 3M | -13.7% | +34.0% | -47.7% | -20.6% |
| 6M | -27.3% | +43.5% | -70.8% | -35.0% |
| YTD | -4.6% | +5.1% | -9.7% | -8.3% |
| 1Y | +39.4% | -3.9% | +43.3% | +37.7% |
| 3Y | +244.1% | +52.9% | +191.2% | +182.4% |
| 5Y | +16.8% | -18.7% | +35.4% | +0.4% |
| All | -9.4% | -9.0% | -0.4% | -21.8% |
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