-2.1%
AIG vs PCOR
-23.7%
+21.6%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.6% | +4.1% | +0.6% |
| 7D | -1.4% | -9.0% | +7.6% | -1.2% |
| 30D | -3.3% | -7.0% | +3.7% | -3.2% |
| 3M | +2.2% | +18.3% | -16.2% | +1.3% |
| 6M | -2.1% | -7.8% | +5.7% | -3.1% |
| YTD | -11.2% | -25.6% | +14.4% | -11.5% |
| 1Y | -2.1% | -22.7% | +20.6% | -2.5% |
| All | -2.1% | -23.7% | +21.6% | -2.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling