+27.2%
APA vs PCOR
+43.8%
-16.6%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -5.9% |
| 3M | +22.8% | +35.2% | -12.4% | +12.7% |
| 6M | +17.9% | +42.2% | -24.3% | +5.9% |
| YTD | +87.7% | +3.6% | +84.1% | +84.9% |
| 1Y | +94.2% | -4.8% | +98.9% | +97.9% |
| 3Y | +27.2% | +48.3% | -21.1% | +5.9% |
| All | +27.2% | +43.8% | -16.6% | +5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling