+17.0%
APD vs PCOR
-10.3%
+27.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.5% |
| 7D | -3.7% | +22.7% | -26.4% | -6.2% |
| 30D | +9.6% | +37.5% | -27.9% | +5.2% |
| 3M | +1.6% | +35.2% | -33.6% | -2.5% |
| 6M | +2.2% | +42.2% | -40.1% | -3.0% |
| YTD | +25.9% | +3.6% | +22.3% | +24.0% |
| 1Y | +20.1% | -4.8% | +24.9% | +19.9% |
| 3Y | +12.4% | +48.3% | -35.9% | +3.1% |
| 5Y | +11.1% | -20.1% | +31.2% | +2.6% |
| All | +17.0% | -10.3% | +27.3% | +8.8% |
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