+189.3%
ALAB vs PCOR
-4.9%
+194.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | 0.0% | -19.6% | -19.6% |
| 7D | -38.2% | +23.7% | -61.9% | -41.3% |
| 30D | -54.0% | +39.0% | -93.0% | -57.6% |
| 3M | -43.6% | +35.8% | -79.4% | -48.2% |
| 6M | -16.8% | +38.2% | -55.0% | -24.1% |
| YTD | +7.9% | +3.9% | +3.9% | +9.9% |
| 1Y | -1.4% | +5.7% | -7.0% | -1.2% |
| All | +189.3% | -4.9% | +194.2% | +175.1% |
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 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