+2.4%
AG vs PCOR
-12.9%
+15.3%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.4% | -4.9% | -5.2% |
| 7D | -6.0% | +2.2% | -8.2% | -6.6% |
| 30D | -14.3% | +37.4% | -51.8% | -21.8% |
| 3M | -26.9% | +33.2% | -60.1% | -33.1% |
| 6M | -42.1% | +60.6% | -102.7% | -50.1% |
| YTD | -15.9% | +6.2% | -22.0% | -19.5% |
| 1Y | +11.5% | -1.1% | +12.6% | +9.3% |
| 3Y | +208.0% | +48.4% | +159.6% | +149.8% |
| 5Y | +2.4% | -13.1% | +15.5% | -8.1% |
| All | +2.4% | -12.9% | +15.3% | -8.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling