+22.1%
APD vs PCOR
-8.1%
+30.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +2.2% | +2.2% | 0.0% | +1.9% |
| 30D | +9.4% | +37.4% | -28.0% | +5.1% |
| 3M | +4.7% | +33.2% | -28.5% | +0.6% |
| 6M | +5.5% | +60.6% | -55.1% | -1.4% |
| YTD | +31.4% | +6.2% | +25.2% | +29.1% |
| 1Y | +24.1% | -1.1% | +25.2% | +23.2% |
| 3Y | +28.8% | +48.4% | -19.6% | +18.4% |
| 5Y | +15.8% | -13.1% | +28.9% | +6.4% |
| All | +22.1% | -8.1% | +30.2% | +13.2% |
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 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