+0.4%
AGG vs PCOR
-9.0%
+9.4%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | 0.0% |
| 7D | +0.4% | +22.2% | -21.8% | 0.0% |
| 30D | +2.1% | +36.0% | -33.9% | +1.5% |
| 3M | -0.3% | +34.0% | -34.3% | -0.9% |
| 6M | -0.9% | +43.5% | -44.4% | -1.7% |
| YTD | -0.3% | +5.1% | -5.4% | -0.6% |
| 1Y | 0.0% | -3.9% | +4.0% | -0.1% |
| 3Y | +15.3% | +52.9% | -37.7% | +13.5% |
| 5Y | -1.4% | -18.7% | +17.3% | -3.1% |
| All | +0.4% | -9.0% | +9.4% | -1.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling