+33.7%
AIG vs PCOR
-17.1%
+50.8%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.2% | +1.1% | -1.8% |
| 7D | -1.6% | -6.9% | +5.3% | -1.1% |
| 30D | -5.2% | -1.5% | -3.7% | -5.2% |
| 3M | +1.5% | +18.5% | -17.0% | -0.2% |
| 6M | -3.9% | -4.7% | +0.7% | -4.3% |
| YTD | -11.6% | -22.8% | +11.2% | -10.2% |
| 1Y | -2.9% | -20.7% | +17.8% | -2.0% |
| 3Y | +33.7% | -14.6% | +48.3% | +34.4% |
| All | +33.7% | -17.1% | +50.8% | +34.4% |
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