+395.0%
AU vs PCOR
-30.9%
+426.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.3% | +1.9% | -1.9% |
| 7D | -3.6% | -9.0% | +5.3% | -2.8% |
| 30D | +23.9% | +4.2% | +19.7% | +23.4% |
| 3M | +19.1% | +14.4% | +4.7% | +17.3% |
| 6M | -0.2% | +0.2% | -0.3% | -0.9% |
| YTD | +32.5% | -20.3% | +52.7% | +34.3% |
| 1Y | +96.9% | -16.1% | +113.1% | +98.3% |
| 3Y | +614.7% | -14.7% | +629.4% | +597.7% |
| 5Y | +647.7% | -43.2% | +690.9% | +591.1% |
| All | +395.0% | -30.9% | +426.0% | +355.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling