-19.8%
PCOR vs ACI
-39.5%
+19.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.7% | +3.5% | +16.1% | +19.2% |
| 7D | +21.8% | +4.5% | +17.4% | +21.2% |
| 30D | +39.5% | +20.9% | +18.7% | +36.2% |
| 3M | +35.2% | +15.2% | +20.0% | +32.8% |
| 6M | +21.7% | -13.3% | +35.1% | +22.9% |
| YTD | +3.9% | -16.2% | +20.1% | +5.1% |
| 1Y | +6.9% | -16.9% | +23.8% | +8.2% |
| 3Y | +44.8% | -30.8% | +75.6% | +48.4% |
| All | -19.8% | -39.5% | +19.7% | -20.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling