+473.2%
AU vs PCOR
-19.6%
+492.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.4% | +5.4% | +5.0% |
| 7D | +16.5% | +22.7% | -6.2% | +13.9% |
| 30D | +3.3% | +37.5% | -34.2% | -0.2% |
| 3M | +6.8% | +35.2% | -28.4% | +3.3% |
| 6M | -3.9% | +42.2% | -46.2% | -8.0% |
| YTD | +12.9% | +3.6% | +9.4% | +11.3% |
| 1Y | +43.5% | -4.8% | +48.2% | +42.7% |
| 3Y | +445.5% | +48.3% | +397.2% | +399.6% |
| All | +473.2% | -19.6% | +492.9% | +389.0% |
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