+165.3%
APA vs PCOR
-7.7%
+173.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.7% | +1.9% | +3.2% |
| 7D | +5.1% | +2.5% | +2.5% | +4.5% |
| 30D | +0.3% | +37.9% | -37.6% | -7.5% |
| 3M | +15.6% | +32.0% | -16.3% | +7.2% |
| 6M | +28.9% | +54.7% | -25.8% | +13.9% |
| YTD | +96.6% | +6.6% | +90.0% | +88.3% |
| 1Y | +95.5% | -1.7% | +97.2% | +91.5% |
| 3Y | +41.8% | +49.0% | -7.1% | +23.1% |
| 5Y | +85.4% | -12.5% | +98.0% | +69.2% |
| All | +165.3% | -7.7% | +173.0% | +144.0% |
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