+153.3%
APA vs PCOR
-10.3%
+163.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.7% |
| 7D | -15.5% | +22.7% | -38.2% | -19.9% |
| 30D | +2.4% | +37.5% | -35.1% | -5.6% |
| 3M | +22.8% | +35.2% | -12.4% | +13.1% |
| 6M | +17.9% | +42.2% | -24.3% | +6.3% |
| YTD | +87.7% | +3.6% | +84.1% | +80.9% |
| 1Y | +94.2% | -4.8% | +98.9% | +91.5% |
| 3Y | +27.2% | +48.3% | -21.1% | +10.4% |
| 5Y | +74.1% | -20.1% | +94.2% | +62.2% |
| All | +153.3% | -10.3% | +163.7% | +134.4% |
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