+22.4%
APD vs PCOR
-10.0%
+32.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +19.7% | -17.8% | -0.5% |
| 7D | +3.8% | +21.8% | -18.0% | +1.2% |
| 30D | +14.1% | +39.5% | -25.4% | +9.4% |
| 3M | +8.2% | +35.2% | -27.0% | +3.8% |
| 6M | +7.5% | +21.7% | -14.2% | +4.0% |
| YTD | +31.7% | +3.9% | +27.7% | +29.7% |
| 1Y | +35.1% | +6.9% | +28.1% | +32.4% |
| 3Y | +16.8% | +44.8% | -28.0% | +7.6% |
| 5Y | +19.4% | -21.9% | +41.3% | +10.3% |
| All | +22.4% | -10.0% | +32.4% | +13.7% |
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