-14.4%
PCOR vs ACI
+5.0%
-19.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +3.0% | +0.1% |
| 7D | +22.7% | -2.2% | +24.9% | +23.1% |
| 30D | +37.5% | +10.3% | +27.2% | +36.1% |
| 3M | +35.2% | +7.2% | +28.0% | +34.2% |
| 6M | +42.2% | -18.0% | +60.2% | +44.4% |
| YTD | +3.6% | -22.0% | +25.5% | +5.4% |
| 1Y | -4.8% | -23.4% | +18.6% | -2.9% |
| 3Y | +48.3% | -35.8% | +84.2% | +52.8% |
| 5Y | -20.1% | -43.7% | +23.6% | -18.1% |
| All | -14.4% | +5.0% | -19.4% | -23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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