+75.8%
ALB vs PCOR
-23.7%
+99.5%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.6% | +0.8% | -2.5% |
| 7D | -8.6% | -9.0% | +0.4% | -7.9% |
| 30D | -4.0% | -7.0% | +2.9% | -3.5% |
| 3M | -17.4% | +18.3% | -35.7% | -17.8% |
| 6M | -25.4% | -7.8% | -17.6% | -24.2% |
| YTD | -10.5% | -25.6% | +15.1% | -1.3% |
| 1Y | +75.8% | -22.7% | +98.5% | +91.8% |
| All | +75.8% | -23.7% | +99.5% | +91.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling