-14.1%
PCOR vs ACI
+12.8%
-26.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.7% | +3.5% | +16.1% | +19.2% |
| 7D | +21.8% | +4.5% | +17.4% | +21.3% |
| 30D | +39.5% | +20.9% | +18.7% | +36.7% |
| 3M | +35.2% | +15.2% | +20.0% | +33.1% |
| 6M | +21.7% | -13.3% | +35.1% | +22.7% |
| YTD | +3.9% | -16.2% | +20.1% | +4.9% |
| 1Y | +6.9% | -16.9% | +23.8% | +8.0% |
| 3Y | +44.8% | -30.8% | +75.6% | +47.8% |
| 5Y | -21.9% | -39.4% | +17.5% | -20.6% |
| All | -14.1% | +12.8% | -26.9% | -24.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling