+13.6%
AGG vs PCOR
-12.2%
+25.8%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.3% | +4.3% | +0.1% |
| 7D | -0.2% | -9.0% | +8.8% | 0.0% |
| 30D | -0.4% | +4.2% | -4.5% | -0.4% |
| 3M | -0.7% | +14.4% | -15.1% | -0.9% |
| 6M | -1.5% | +0.2% | -1.7% | -1.6% |
| YTD | -0.3% | -20.3% | +20.0% | -0.1% |
| 1Y | +1.3% | -16.1% | +17.5% | +1.4% |
| All | +13.6% | -12.2% | +25.8% | +12.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling