+511.8%
AMD vs PCOR
-30.9%
+542.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -4.3% | +9.0% | +6.3% |
| 7D | +2.6% | -9.0% | +11.5% | +6.2% |
| 30D | -0.9% | +4.2% | -5.1% | -3.4% |
| 3M | -8.7% | +14.4% | -23.1% | -15.4% |
| 6M | +136.3% | +0.2% | +136.2% | +124.6% |
| YTD | +123.0% | -20.3% | +143.2% | +131.2% |
| 1Y | +195.2% | -16.1% | +211.3% | +194.8% |
| 3Y | +336.3% | -14.7% | +351.1% | +307.2% |
| 5Y | +334.5% | -43.2% | +377.6% | +328.9% |
| All | +511.8% | -30.9% | +542.7% | +483.7% |
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 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