-14.1%
PCOR vs ABCL
-65.6%
+51.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -9.4% | +9.4% | +2.0% |
| 7D | +23.7% | -14.9% | +38.6% | +27.6% |
| 30D | +39.0% | -15.4% | +54.4% | +43.0% |
| 3M | +35.8% | +88.0% | -52.3% | +13.5% |
| 6M | +38.2% | +138.8% | -100.6% | +6.3% |
| YTD | +3.9% | +225.4% | -221.5% | -27.5% |
| 1Y | +5.7% | +137.3% | -131.6% | -20.7% |
| 3Y | +44.8% | +136.8% | -92.0% | -1.4% |
| 5Y | -19.8% | -26.2% | +6.5% | -29.9% |
| All | -14.1% | -65.6% | +51.5% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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