-22.1%
AG vs PCOR
-7.6%
-14.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.5% | -2.9% | -2.6% |
| 7D | -10.0% | +3.0% | -13.0% | -10.7% |
| 30D | -10.5% | +38.7% | -49.2% | -18.0% |
| 3M | -27.3% | +24.9% | -52.1% | -31.8% |
| 6M | -43.0% | +68.8% | -111.8% | -51.1% |
| YTD | -17.9% | +6.7% | -24.6% | -21.4% |
| 1Y | +11.9% | +3.0% | +8.9% | +8.4% |
| 3Y | +201.8% | +48.6% | +153.2% | +150.0% |
| 5Y | -0.1% | -12.7% | +12.6% | -14.7% |
| All | -22.1% | -7.6% | -14.5% | -33.0% |
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