-33.0%
ALB vs PCOR
-10.3%
-22.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | +9.1% | +22.7% | -13.7% | +1.2% |
| 30D | -3.4% | +37.5% | -40.9% | -13.9% |
| 3M | -20.6% | +35.2% | -55.8% | -29.3% |
| 6M | -48.2% | +42.2% | -90.4% | -55.4% |
| YTD | -29.2% | +3.6% | -32.8% | -33.0% |
| 1Y | +10.0% | -4.8% | +14.8% | +7.7% |
| 3Y | -12.9% | +48.3% | -61.2% | -30.2% |
| 5Y | -61.3% | -20.1% | -41.2% | -65.3% |
| All | -33.0% | -10.3% | -22.6% | -40.1% |
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 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