-20.1%
PCOR vs ACGL
+159.2%
-179.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.0% | +2.6% | +0.4% |
| 7D | +22.7% | +0.9% | +21.9% | +22.6% |
| 30D | +37.5% | +13.7% | +23.7% | +33.4% |
| 3M | +35.2% | +8.0% | +27.1% | +32.8% |
| 6M | +42.2% | +13.3% | +29.0% | +38.2% |
| YTD | +3.6% | +11.8% | -8.3% | +0.7% |
| 1Y | -4.8% | +22.2% | -27.0% | -9.3% |
| 3Y | +48.3% | +32.5% | +15.9% | +36.7% |
| All | -20.1% | +159.2% | -179.4% | -44.6% |
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