+175.0%
APA vs PCOR
-7.6%
+182.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.5% |
| 7D | +8.5% | +3.0% | +5.5% | +7.8% |
| 30D | +2.8% | +38.7% | -35.9% | -5.3% |
| 3M | +21.7% | +24.9% | -3.1% | +14.4% |
| 6M | +32.6% | +68.8% | -36.2% | +14.7% |
| YTD | +103.7% | +6.7% | +97.0% | +95.1% |
| 1Y | +101.8% | +3.0% | +98.8% | +95.2% |
| 3Y | +48.1% | +48.6% | -0.6% | +28.6% |
| 5Y | +91.9% | -12.7% | +104.6% | +75.2% |
| All | +175.0% | -7.6% | +182.6% | +152.8% |
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 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