+22.3%
APD vs PCOR
-7.6%
+29.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | +3.8% | +3.0% | +0.8% | +3.5% |
| 30D | +8.2% | +38.7% | -30.5% | +3.8% |
| 3M | +4.3% | +24.9% | -20.6% | +1.1% |
| 6M | +4.7% | +68.8% | -64.1% | -2.7% |
| YTD | +31.5% | +6.7% | +24.8% | +29.2% |
| 1Y | +23.5% | +3.0% | +20.5% | +21.9% |
| 3Y | +29.1% | +48.6% | -19.5% | +18.7% |
| 5Y | +15.9% | -12.7% | +28.6% | +6.4% |
| All | +22.3% | -7.6% | +29.9% | +13.3% |
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