-34.0%
AUR vs PCOR
-35.6%
+1.5%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.6% | +3.5% | +2.4% |
| 7D | +11.1% | -9.0% | +20.1% | +18.3% |
| 30D | -6.9% | -7.0% | +0.1% | -3.5% |
| 3M | +5.5% | +18.3% | -12.8% | -9.8% |
| 6M | +41.0% | -7.8% | +48.8% | +39.1% |
| YTD | +69.3% | -25.6% | +94.9% | +91.8% |
| 1Y | +14.0% | -22.7% | +36.7% | +24.2% |
| 3Y | +90.1% | -17.7% | +107.7% | +86.9% |
| 5Y | -34.4% | -42.0% | +7.6% | -29.0% |
| All | -34.0% | -35.6% | +1.5% | -28.7% |
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 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