-34.1%
PCOR vs ABCL
-64.7%
+30.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -12.3% |
| 3M | +14.4% | +79.4% | -65.0% | -3.4% |
| 6M | +0.2% | +214.9% | -214.7% | -27.4% |
| YTD | -20.3% | +234.2% | -254.5% | -44.0% |
| 1Y | -16.1% | +174.8% | -190.9% | -39.4% |
| 3Y | -14.7% | +104.5% | -119.2% | -38.7% |
| 5Y | -43.2% | -39.0% | -4.1% | -48.8% |
| All | -34.1% | -64.7% | +30.6% | -36.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling