-11.8%
PCOR vs ACM
+15.9%
-27.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.1% |
| 7D | +3.0% | +5.6% | -2.6% | -0.9% |
| 30D | +38.7% | +20.8% | +17.9% | +22.0% |
| 3M | +24.9% | +11.4% | +13.4% | +15.8% |
| 6M | +68.8% | +0.9% | +67.8% | +65.2% |
| YTD | +6.7% | -24.8% | +31.5% | +26.7% |
| 1Y | +3.0% | -46.4% | +49.4% | +57.4% |
| 3Y | +48.6% | -9.2% | +57.8% | +46.5% |
| 5Y | -12.7% | +5.0% | -17.7% | -23.9% |
| All | -11.8% | +15.9% | -27.7% | -28.4% |
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