+351.0%
AU vs PCOR
-9.0%
+360.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +1.5% | +5.4% | +6.7% |
| 7D | +20.8% | +22.2% | -1.4% | +18.3% |
| 30D | +5.5% | +36.0% | -30.5% | +2.3% |
| 3M | +3.9% | +34.0% | -30.1% | +0.7% |
| 6M | -5.4% | +43.5% | -48.9% | -9.2% |
| YTD | +20.7% | +5.1% | +15.6% | +18.8% |
| 1Y | +49.8% | -3.9% | +53.7% | +48.9% |
| 3Y | +565.6% | +52.9% | +512.7% | +512.8% |
| 5Y | +500.4% | -18.7% | +519.0% | +437.4% |
| All | +351.0% | -9.0% | +360.0% | +303.1% |
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 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