-14.4%
PCOR vs A
+39.0%
-53.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -1.5% |
| 7D | +22.7% | -0.1% | +22.8% | +22.8% |
| 30D | +37.5% | +3.4% | +34.1% | +34.3% |
| 3M | +35.2% | +23.8% | +11.4% | +16.8% |
| 6M | +42.2% | +49.0% | -6.8% | +6.5% |
| YTD | +3.6% | +29.4% | -25.8% | -14.9% |
| 1Y | -4.8% | +19.4% | -24.1% | -17.2% |
| 3Y | +48.3% | +66.2% | -17.8% | -5.2% |
| 5Y | -20.1% | +15.8% | -35.9% | -30.1% |
| All | -14.4% | +39.0% | -53.4% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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