-14.6%
PCOR vs A
+26.9%
-41.5%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.6% | -4.8% | -4.6% |
| 7D | -9.0% | -1.9% | -7.0% | -8.1% |
| 30D | +4.2% | +6.9% | -2.7% | +0.8% |
| 3M | +14.4% | +9.2% | +5.2% | +9.1% |
| 6M | +0.2% | +25.7% | -25.5% | -12.4% |
| YTD | -20.3% | +11.5% | -31.8% | -24.9% |
| 1Y | -16.1% | +18.4% | -34.5% | -24.4% |
| All | -14.6% | +26.9% | -41.5% | -26.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling