-14.4%
PCOR vs ABCL
-63.3%
+48.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.7% | -7.1% | -1.8% |
| 7D | +22.7% | -3.2% | +25.9% | +23.1% |
| 30D | +37.5% | -7.4% | +44.9% | +38.6% |
| 3M | +35.2% | +81.9% | -46.7% | +14.1% |
| 6M | +42.2% | +135.7% | -93.5% | +10.1% |
| YTD | +3.6% | +247.4% | -243.8% | -28.8% |
| 1Y | -4.8% | +162.3% | -167.0% | -30.1% |
| 3Y | +48.3% | +165.5% | -117.1% | -2.0% |
| 5Y | -20.1% | -21.3% | +1.2% | -31.2% |
| All | -14.4% | -63.3% | +48.9% | -19.5% |
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