+128.5%
APO vs PCOR
-10.3%
+138.8%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.3% |
| 7D | +0.8% | +22.7% | -21.9% | -6.3% |
| 30D | +1.0% | +37.5% | -36.4% | -9.7% |
| 3M | -8.4% | +35.2% | -43.6% | -18.1% |
| 6M | -9.1% | +42.2% | -51.3% | -21.3% |
| YTD | -18.3% | +3.6% | -21.9% | -22.0% |
| 1Y | -8.0% | -4.8% | -3.2% | -9.4% |
| 3Y | +47.1% | +48.3% | -1.3% | +20.8% |
| 5Y | +67.2% | -20.1% | +87.2% | +46.3% |
| All | +128.5% | -10.3% | +138.8% | +100.3% |
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