+76.5%
APO vs PCOR
-14.6%
+91.0%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.5% | +3.2% | +4.1% |
| 7D | +2.3% | +22.2% | -19.9% | -5.0% |
| 30D | +3.0% | +36.0% | -33.0% | -8.1% |
| 3M | -3.7% | +34.0% | -37.7% | -14.1% |
| 6M | -7.5% | +43.5% | -51.0% | -20.6% |
| YTD | -14.5% | +5.1% | -19.6% | -18.9% |
| 1Y | -6.2% | -3.9% | -2.2% | -7.8% |
| 3Y | +51.9% | +52.9% | -1.0% | +21.8% |
| 5Y | +76.5% | -18.7% | +95.1% | +52.1% |
| All | +76.5% | -14.6% | +91.0% | +52.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling