+47.4%
AIG vs PCOR
-19.6%
+67.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.4% | -3.6% | -3.9% |
| 7D | -5.1% | +22.7% | -27.8% | -7.3% |
| 30D | +2.8% | +37.5% | -34.7% | -0.9% |
| 3M | -2.1% | +35.2% | -37.3% | -5.6% |
| 6M | +1.4% | +42.2% | -40.8% | -3.2% |
| YTD | -7.4% | +3.6% | -10.9% | -8.8% |
| 1Y | +4.4% | -4.8% | +9.2% | +3.9% |
| 3Y | +30.0% | +48.3% | -18.3% | +19.3% |
| All | +47.4% | -19.6% | +67.0% | +32.1% |
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