+322.0%
AU vs PCOR
-10.3%
+332.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.4% | +5.4% | +5.0% |
| 7D | +16.5% | +22.7% | -6.2% | +14.1% |
| 30D | +3.3% | +37.5% | -34.2% | 0.0% |
| 3M | +6.8% | +35.2% | -28.4% | +3.5% |
| 6M | -3.9% | +42.2% | -46.2% | -7.7% |
| 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% | +404.1% |
| 5Y | +469.0% | -20.1% | +489.0% | +410.0% |
| All | +322.0% | -10.3% | +332.4% | +277.8% |
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