-11.9%
PCOR vs ACI
+6.8%
-18.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.0% | +1.8% |
| 7D | +2.5% | -5.3% | +7.9% | +3.2% |
| 30D | +37.9% | +5.0% | +32.9% | +37.2% |
| 3M | +32.0% | +7.5% | +24.4% | +30.9% |
| 6M | +54.7% | -16.0% | +70.7% | +56.6% |
| YTD | +6.6% | -20.6% | +27.2% | +8.3% |
| 1Y | -1.7% | -23.5% | +21.9% | +0.2% |
| 3Y | +49.0% | -32.1% | +81.1% | +52.3% |
| 5Y | -12.5% | -42.5% | +30.0% | -10.5% |
| All | -11.9% | +6.8% | -18.8% | -21.8% |
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