-19.8%
PCOR vs ACGL
+174.7%
-194.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +34.1% |
| 3M | +35.8% | +11.6% | +24.2% | +32.3% |
| 6M | +38.2% | +17.5% | +20.8% | +33.2% |
| YTD | +3.9% | +15.3% | -11.3% | +0.3% |
| 1Y | +5.7% | +26.3% | -20.6% | -0.2% |
| 3Y | +44.8% | +35.9% | +8.9% | +32.6% |
| 5Y | -19.8% | +168.2% | -188.0% | -44.4% |
| All | -19.8% | +174.7% | -194.5% | -44.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling