-41.4%
PCOR vs A
-12.8%
-28.6%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.6% | -4.8% | -4.6% |
| 7D | -9.0% | -1.9% | -7.0% | -7.8% |
| 30D | +4.2% | +6.9% | -2.7% | -0.3% |
| 3M | +14.4% | +9.2% | +5.2% | +7.3% |
| 6M | +0.2% | +25.7% | -25.5% | -16.4% |
| YTD | -20.3% | +11.5% | -31.8% | -27.4% |
| 1Y | -16.1% | +18.4% | -34.5% | -27.7% |
| 3Y | -14.7% | +26.6% | -41.3% | -33.3% |
| All | -41.4% | -12.8% | -28.6% | -31.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling