-6.1%
AMCR vs PCOR
-33.1%
+27.0%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.2% | +1.4% | -1.5% |
| 7D | -1.8% | -6.9% | +5.1% | -1.1% |
| 30D | -6.0% | -1.5% | -4.5% | -5.9% |
| 3M | +18.9% | +18.5% | +0.4% | +16.4% |
| 6M | +5.7% | -4.7% | +10.3% | +5.3% |
| YTD | +11.1% | -22.8% | +33.9% | +13.3% |
| 1Y | +12.7% | -20.7% | +33.4% | +14.2% |
| 3Y | +9.6% | -14.6% | +24.1% | +7.5% |
| 5Y | -10.3% | -40.7% | +30.4% | -14.7% |
| All | -6.1% | -33.1% | +27.0% | -9.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling