-15.0%
ALB vs PCOR
-30.9%
+16.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.3% | -0.2% | -3.0% |
| 7D | -8.1% | -9.0% | +0.9% | -5.1% |
| 30D | +6.3% | +4.2% | +2.1% | +4.4% |
| 3M | -23.6% | +14.4% | -38.0% | -28.0% |
| 6M | -24.6% | +0.2% | -24.8% | -27.1% |
| YTD | -10.3% | -20.3% | +10.0% | -6.1% |
| 1Y | +61.5% | -16.1% | +77.6% | +64.6% |
| 3Y | -34.0% | -14.7% | -19.3% | -35.5% |
| 5Y | -44.6% | -43.2% | -1.4% | -45.2% |
| All | -15.0% | -30.9% | +16.0% | -16.1% |
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