+84.9%
AIG vs PCOR
-9.2%
+94.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.3% | +3.6% | +3.4% |
| 7D | +2.2% | +20.7% | -18.5% | +0.2% |
| 30D | +6.9% | +35.7% | -28.8% | +3.4% |
| 3M | +6.8% | +31.1% | -24.3% | +3.5% |
| 6M | +9.2% | +43.1% | -33.9% | +4.5% |
| YTD | -1.9% | +4.8% | -6.8% | -3.5% |
| 1Y | +9.7% | -3.7% | +13.3% | +8.9% |
| 3Y | +37.9% | +46.5% | -8.6% | +27.8% |
| 5Y | +56.8% | -17.3% | +74.1% | +43.1% |
| All | +84.9% | -9.2% | +94.1% | +71.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling