+11.2%
APD vs PCOR
+3.2%
+8.0%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.3% | +3.3% | -1.1% |
| 7D | -2.2% | -9.0% | +6.7% | -2.5% |
| 30D | +2.1% | +4.2% | -2.1% | +2.3% |
| 3M | +7.2% | +14.4% | -7.2% | +7.1% |
| 6M | +11.2% | +0.2% | +11.1% | +10.6% |
| All | +11.2% | +3.2% | +8.0% | +10.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling