+67.4%
AIG vs PCOR
-35.6%
+103.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.6% | +4.1% | +0.8% |
| 7D | -1.4% | -9.0% | +7.6% | -0.5% |
| 30D | -3.3% | -7.0% | +3.7% | -2.7% |
| 3M | +2.2% | +18.3% | -16.2% | +0.1% |
| 6M | -2.1% | -7.8% | +5.7% | -2.1% |
| YTD | -11.2% | -25.6% | +14.4% | -9.3% |
| 1Y | -2.1% | -22.7% | +20.6% | -0.8% |
| 3Y | +34.4% | -17.7% | +52.0% | +32.4% |
| 5Y | +53.7% | -42.0% | +95.8% | +45.6% |
| All | +67.4% | -35.6% | +103.0% | +60.7% |
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 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