-2.0%
AMCR vs PCOR
-10.3%
+8.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.8% | -2.1% |
| 7D | -5.3% | +22.7% | -28.0% | -7.6% |
| 30D | +8.7% | +37.5% | -28.7% | +4.9% |
| 3M | -3.3% | +35.2% | -38.5% | -6.8% |
| 6M | +15.1% | +42.2% | -27.2% | +9.8% |
| YTD | +12.4% | +3.6% | +8.9% | +10.7% |
| 1Y | +15.8% | -4.8% | +20.6% | +15.3% |
| 3Y | +16.7% | +48.3% | -31.6% | +7.4% |
| 5Y | -5.1% | -20.1% | +15.0% | -12.7% |
| All | -2.0% | -10.3% | +8.3% | -9.1% |
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