-14.1%
PCOR vs ACGL
+190.7%
-204.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.7% | +2.7% | +17.0% | +19.0% |
| 7D | +21.8% | +8.0% | +13.9% | +19.8% |
| 30D | +39.5% | +17.3% | +22.2% | +34.6% |
| 3M | +35.2% | +11.2% | +24.0% | +32.0% |
| 6M | +21.7% | +18.2% | +3.6% | +17.2% |
| YTD | +3.9% | +15.4% | -11.5% | +0.4% |
| 1Y | +6.9% | +26.5% | -19.6% | +1.2% |
| 3Y | +44.8% | +36.1% | +8.7% | +33.1% |
| 5Y | -21.9% | +175.9% | -197.9% | -43.2% |
| All | -14.1% | +190.7% | -204.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling