-34.2%
AUR vs PCOR
-43.2%
+9.0%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.2% | +5.8% | +5.0% |
| 7D | +19.2% | -6.9% | +26.2% | +25.2% |
| 30D | -7.8% | -1.5% | -6.2% | -8.1% |
| 3M | +4.0% | +18.5% | -14.5% | -11.7% |
| 6M | +45.0% | -4.7% | +49.7% | +39.5% |
| YTD | +69.5% | -22.8% | +92.3% | +88.1% |
| 1Y | +13.0% | -20.7% | +33.7% | +21.3% |
| 3Y | +90.4% | -14.6% | +104.9% | +79.7% |
| 5Y | -34.2% | -40.7% | +6.6% | -24.2% |
| All | -34.2% | -43.2% | +9.0% | -24.2% |
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