+228.9%
AG vs PCOR
+52.3%
+176.6%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.3% | -5.6% | -5.8% |
| 7D | +6.0% | +20.7% | -14.8% | +1.4% |
| 30D | -13.5% | +35.7% | -49.2% | -19.4% |
| 3M | -20.7% | +31.1% | -51.7% | -25.8% |
| 6M | -31.5% | +43.1% | -74.7% | -37.6% |
| YTD | -10.1% | +4.8% | -15.0% | -11.4% |
| 1Y | +26.0% | -3.7% | +29.7% | +27.7% |
| 3Y | +228.9% | +46.5% | +182.4% | +134.6% |
| All | +228.9% | +52.3% | +176.6% | +134.6% |
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