-33.6%
ALB vs PCOR
-10.0%
-23.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.6% | +3.6% |
| 7D | +5.5% | +23.7% | -18.2% | -2.4% |
| 30D | -7.5% | +39.0% | -46.5% | -17.9% |
| 3M | -16.9% | +35.8% | -52.7% | -26.2% |
| 6M | -49.2% | +38.2% | -87.4% | -55.8% |
| YTD | -29.9% | +3.9% | -33.8% | -33.7% |
| 1Y | +8.2% | +5.7% | +2.5% | +1.0% |
| 3Y | -19.4% | +44.8% | -64.2% | -34.8% |
| 5Y | -61.6% | -19.8% | -41.8% | -65.6% |
| All | -33.6% | -10.0% | -23.6% | -40.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling