-63.4%
ALB vs PCOR
-11.9%
-51.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.6% |
| 7D | -5.8% | +3.0% | -8.8% | -6.8% |
| 30D | -4.5% | +38.7% | -43.2% | -15.5% |
| 3M | -28.1% | +24.9% | -52.9% | -34.3% |
| 6M | -53.2% | +68.8% | -122.0% | -62.5% |
| YTD | -33.3% | +6.7% | -40.0% | -37.6% |
| 1Y | -17.4% | +3.0% | -20.4% | -21.6% |
| 3Y | -14.1% | +48.6% | -62.7% | -32.2% |
| All | -63.4% | -11.9% | -51.5% | -67.0% |
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