+207.4%
ALAB vs PCOR
-5.2%
+212.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.4% | +6.6% | +6.3% |
| 7D | -26.3% | +22.7% | -49.0% | -29.9% |
| 30D | -50.1% | +37.5% | -87.6% | -53.9% |
| 3M | -42.5% | +35.2% | -77.7% | -47.1% |
| 6M | -10.8% | +42.2% | -53.1% | -19.7% |
| YTD | +14.6% | +3.6% | +11.1% | +16.8% |
| 1Y | +17.1% | -4.8% | +21.9% | +25.9% |
| All | +207.4% | -5.2% | +212.7% | +192.6% |
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