-14.4%
PCOR vs ACM
+9.7%
-24.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +22.7% | +5.4% | +17.4% | +18.7% |
| 30D | +37.5% | +15.1% | +22.3% | +25.1% |
| 3M | +35.2% | -10.5% | +45.7% | +44.5% |
| 6M | +42.2% | -19.7% | +61.9% | +62.9% |
| YTD | +3.6% | -28.8% | +32.4% | +27.8% |
| 1Y | -4.8% | -47.9% | +43.1% | +47.9% |
| 3Y | +48.3% | -12.4% | +60.7% | +49.7% |
| 5Y | -20.1% | +0.6% | -20.6% | -28.1% |
| All | -14.4% | +9.7% | -24.1% | -27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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