+156.1%
APA vs PCOR
-9.2%
+165.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.5% | +1.3% |
| 7D | -5.5% | +20.7% | -26.3% | -10.0% |
| 30D | -1.2% | +35.7% | -36.8% | -8.5% |
| 3M | +10.6% | +31.1% | -20.5% | +2.6% |
| 6M | +28.4% | +43.1% | -14.7% | +15.6% |
| YTD | +89.7% | +4.8% | +84.9% | +82.4% |
| 1Y | +90.6% | -3.7% | +94.3% | +87.5% |
| 3Y | +36.9% | +46.5% | -9.6% | +19.3% |
| 5Y | +83.2% | -17.3% | +100.5% | +69.3% |
| All | +156.1% | -9.2% | +165.3% | +136.3% |
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