+255.5%
AMD vs PCOR
-21.0%
+276.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +19.7% | -18.7% | -6.1% |
| 7D | -15.5% | +21.8% | -37.3% | -22.0% |
| 30D | -22.6% | +39.5% | -62.2% | -32.3% |
| 3M | -5.7% | +35.2% | -41.0% | -18.0% |
| 6M | +43.1% | +21.7% | +21.4% | +26.8% |
| YTD | +128.2% | +3.9% | +124.3% | +111.3% |
| 1Y | +95.5% | +6.9% | +88.5% | +76.6% |
| 3Y | +335.4% | +44.8% | +290.7% | +214.9% |
| 5Y | +255.5% | -21.9% | +277.4% | +238.8% |
| All | +255.5% | -21.0% | +276.4% | +238.8% |
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 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