+196.6%
AMD vs PCOR
-22.6%
+219.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | 0.0% | -17.3% | -17.3% |
| 7D | -28.6% | +23.7% | -52.3% | -34.5% |
| 30D | -37.7% | +39.0% | -76.7% | -45.5% |
| 3M | -16.1% | +35.8% | -51.9% | -27.2% |
| 6M | +13.8% | +38.2% | -24.4% | -4.1% |
| YTD | +88.8% | +3.9% | +84.9% | +74.8% |
| 1Y | +57.8% | +5.7% | +52.1% | +43.4% |
| 3Y | +260.3% | +44.8% | +215.5% | +160.5% |
| 5Y | +196.6% | -19.8% | +216.4% | +173.7% |
| All | +196.6% | -22.6% | +219.2% | +173.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling