+325.9%
AU vs PCOR
-9.2%
+335.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.3% | -5.3% | -5.5% |
| 7D | +15.3% | +20.7% | -5.4% | +13.1% |
| 30D | -0.3% | +35.7% | -36.0% | -3.4% |
| 3M | -2.9% | +31.1% | -33.9% | -5.7% |
| 6M | -10.7% | +43.1% | -53.8% | -14.2% |
| YTD | +14.0% | +4.8% | +9.1% | +12.2% |
| 1Y | +32.5% | -3.7% | +36.2% | +31.7% |
| 3Y | +557.9% | +46.5% | +511.4% | +508.6% |
| 5Y | +441.0% | -17.3% | +458.3% | +384.4% |
| All | +325.9% | -9.2% | +335.2% | +280.9% |
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