+19.7%
AG vs PCOR
-30.9%
+50.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.3% | +2.3% | -0.8% |
| 7D | +1.0% | -9.0% | +10.0% | +3.5% |
| 30D | +19.2% | +4.2% | +15.0% | +17.7% |
| 3M | +6.2% | +14.4% | -8.3% | +1.8% |
| 6M | -26.7% | +0.2% | -26.9% | -28.3% |
| YTD | +26.1% | -20.3% | +46.4% | +31.1% |
| 1Y | +131.7% | -16.1% | +147.8% | +136.5% |
| 3Y | +255.3% | -14.7% | +270.1% | +243.3% |
| 5Y | +61.9% | -43.2% | +105.1% | +52.0% |
| All | +19.7% | -30.9% | +50.7% | +11.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling