-43.9%
ALB vs PCOR
-43.0%
-0.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.3% | -0.2% | -2.9% |
| 7D | -8.1% | -9.0% | +0.9% | -4.9% |
| 30D | +6.3% | +4.2% | +2.1% | +4.4% |
| 3M | -23.6% | +14.4% | -38.0% | -28.1% |
| 6M | -24.6% | +0.2% | -24.8% | -27.3% |
| YTD | -10.3% | -20.3% | +10.0% | -6.0% |
| 1Y | +61.5% | -16.1% | +77.6% | +64.7% |
| 3Y | -34.0% | -14.7% | -19.3% | -35.7% |
| All | -43.9% | -43.0% | -0.8% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling