-14.1%
PCOR vs A
+36.7%
-50.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.0% | +1.9% |
| 7D | +23.7% | -5.2% | +28.9% | +27.8% |
| 30D | +39.0% | +1.4% | +37.5% | +37.5% |
| 3M | +35.8% | +21.9% | +13.8% | +18.5% |
| 6M | +38.2% | +46.7% | -8.4% | +4.5% |
| YTD | +3.9% | +27.2% | -23.3% | -13.7% |
| 1Y | +5.7% | +17.9% | -12.2% | -7.4% |
| 3Y | +44.8% | +61.1% | -16.4% | -5.3% |
| 5Y | -19.8% | +13.8% | -33.6% | -29.1% |
| All | -14.1% | +36.7% | -50.7% | -18.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling