+0.2%
AGG vs PCOR
-35.6%
+35.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.6% | +3.4% | -0.2% |
| 7D | -0.2% | -9.0% | +8.8% | 0.0% |
| 30D | -0.2% | -7.0% | +6.7% | -0.1% |
| 3M | -0.7% | +18.3% | -19.0% | -1.1% |
| 6M | -1.8% | -7.8% | +6.0% | -1.8% |
| YTD | -0.6% | -25.6% | +25.0% | -0.2% |
| 1Y | +0.4% | -22.7% | +23.1% | +0.6% |
| 3Y | +13.2% | -17.7% | +30.8% | +12.8% |
| 5Y | -2.0% | -42.0% | +40.1% | -3.0% |
| All | +0.2% | -35.6% | +35.7% | -1.0% |
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