-1.1%
AGG vs PCOR
-19.6%
+18.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | +0.2% | +22.7% | -22.5% | -0.2% |
| 30D | +2.4% | +37.5% | -35.1% | +1.7% |
| 3M | -0.2% | +35.2% | -35.4% | -0.9% |
| 6M | -1.0% | +42.2% | -43.2% | -1.8% |
| YTD | -0.4% | +3.6% | -3.9% | -0.6% |
| 1Y | -0.1% | -4.8% | +4.7% | -0.2% |
| 3Y | +15.3% | +48.3% | -33.1% | +13.3% |
| All | -1.1% | -19.6% | +18.5% | -2.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling