+67.9%
APO vs PCOR
-22.6%
+90.5%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | 0.0% | -4.5% | -4.5% |
| 7D | -1.1% | +23.7% | -24.8% | -8.5% |
| 30D | +1.1% | +39.0% | -37.9% | -10.4% |
| 3M | -9.2% | +35.8% | -45.0% | -19.4% |
| 6M | -9.2% | +38.2% | -47.5% | -21.1% |
| YTD | -18.0% | +3.9% | -21.9% | -21.9% |
| 1Y | -10.9% | +5.7% | -16.5% | -16.1% |
| 3Y | +44.4% | +44.8% | -0.3% | +17.9% |
| 5Y | +67.9% | -19.8% | +87.7% | +45.0% |
| All | +67.9% | -22.6% | +90.5% | +45.0% |
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