-15.0%
AG vs PCOR
-10.0%
-5.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | -2.9% | +23.7% | -26.6% | -8.3% |
| 30D | -15.1% | +39.0% | -54.1% | -22.3% |
| 3M | -15.4% | +35.8% | -51.1% | -22.4% |
| 6M | -21.9% | +38.2% | -60.1% | -29.5% |
| YTD | -10.4% | +3.9% | -14.4% | -13.7% |
| 1Y | +39.8% | +5.7% | +34.1% | +34.0% |
| 3Y | +209.5% | +44.8% | +164.8% | +158.0% |
| 5Y | +12.5% | -19.8% | +32.3% | -3.0% |
| All | -15.0% | -10.0% | -5.0% | -26.4% |
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