-56.5%
AUR vs PCOR
-19.6%
-36.8%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -0.4% | +9.8% | +9.7% |
| 7D | +1.1% | +22.7% | -21.6% | -15.3% |
| 30D | -22.9% | +37.5% | -60.4% | -40.6% |
| 3M | -35.0% | +35.2% | -70.1% | -50.4% |
| 6M | -39.3% | +42.2% | -81.6% | -57.3% |
| YTD | +14.8% | +3.6% | +11.3% | -0.5% |
| 1Y | +4.3% | -4.8% | +9.0% | -2.7% |
| 3Y | +125.0% | +48.3% | +76.7% | +35.3% |
| All | -56.5% | -19.6% | -36.8% | -43.0% |
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