+229.4%
AG vs PCOR
+43.8%
+185.6%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.9% |
| 7D | +6.3% | +22.7% | -16.4% | +1.3% |
| 30D | -8.9% | +37.5% | -46.4% | -15.4% |
| 3M | -12.2% | +35.2% | -47.4% | -18.4% |
| 6M | -28.3% | +42.2% | -70.5% | -34.6% |
| YTD | -8.8% | +3.6% | -12.4% | -9.9% |
| 1Y | +39.4% | -4.8% | +44.1% | +41.5% |
| 3Y | +229.4% | +48.3% | +181.1% | +144.2% |
| All | +229.4% | +43.8% | +185.6% | +144.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling