+146.8%
APA vs PCOR
-10.0%
+156.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | -15.6% | +23.7% | -39.3% | -20.1% |
| 30D | -0.9% | +39.0% | -39.9% | -8.8% |
| 3M | +26.1% | +35.8% | -9.7% | +16.0% |
| 6M | +6.1% | +38.2% | -32.1% | -3.6% |
| YTD | +82.8% | +3.9% | +78.9% | +76.1% |
| 1Y | +106.5% | +5.7% | +100.8% | +97.9% |
| 3Y | +21.9% | +44.8% | -22.9% | +6.4% |
| 5Y | +69.7% | -19.8% | +89.4% | +57.9% |
| All | +146.8% | -10.0% | +156.8% | +128.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling