-14.1%
PCOR vs ACGL
+190.4%
-204.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +23.7% | +6.4% | +17.3% | +22.0% |
| 30D | +39.0% | +16.6% | +22.4% | +34.2% |
| 3M | +35.8% | +11.6% | +24.2% | +32.4% |
| 6M | +38.2% | +17.5% | +20.8% | +33.3% |
| YTD | +3.9% | +15.3% | -11.3% | +0.4% |
| 1Y | +5.7% | +26.3% | -20.6% | 0.0% |
| 3Y | +44.8% | +35.9% | +8.9% | +33.2% |
| 5Y | -19.8% | +168.2% | -188.0% | -41.5% |
| All | -14.1% | +190.4% | -204.5% | -40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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