-13.7%
ALB vs PCOR
+44.3%
-58.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.6% | +3.6% |
| 7D | +5.5% | +23.7% | -18.2% | -2.0% |
| 30D | -7.5% | +39.0% | -46.5% | -17.4% |
| 3M | -16.9% | +35.8% | -52.7% | -25.8% |
| 6M | -49.2% | +38.2% | -87.4% | -55.3% |
| YTD | -29.9% | +3.9% | -33.8% | -31.3% |
| 1Y | +8.2% | +5.7% | +2.5% | +4.0% |
| All | -13.7% | +44.3% | -58.0% | -41.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling