-14.6%
PCOR vs ACGL
+34.2%
-48.9%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.7% | -2.5% | -3.9% |
| 7D | -9.0% | -0.7% | -8.2% | -8.8% |
| 30D | +4.2% | -1.0% | +5.2% | +4.3% |
| 3M | +14.4% | +11.0% | +3.4% | +12.6% |
| 6M | +0.2% | -0.3% | +0.5% | +0.2% |
| YTD | -20.3% | +2.3% | -22.5% | -20.7% |
| 1Y | -16.1% | +6.4% | -22.5% | -17.2% |
| All | -14.6% | +34.2% | -48.9% | -18.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling