-41.4%
PCOR vs ABCL
-41.3%
-0.1%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.2% | -3.0% | -4.0% |
| 7D | -9.0% | +0.7% | -9.7% | -9.1% |
| 30D | +4.2% | +93.1% | -88.9% | -13.1% |
| 3M | +14.4% | +79.4% | -65.0% | -4.3% |
| 6M | +0.2% | +214.9% | -214.7% | -28.7% |
| YTD | -20.3% | +234.2% | -254.5% | -45.1% |
| 1Y | -16.1% | +174.8% | -190.9% | -40.6% |
| 3Y | -14.7% | +104.5% | -119.2% | -39.6% |
| All | -41.4% | -41.3% | -0.1% | -42.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling