+48.9%
PCOR vs ACM
-12.3%
+61.2%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +1.3% |
| 7D | +23.7% | +5.1% | +18.6% | +20.4% |
| 30D | +39.0% | +11.5% | +27.5% | +30.3% |
| 3M | +35.8% | -10.5% | +46.2% | +44.0% |
| 6M | +38.2% | -20.4% | +58.6% | +57.0% |
| YTD | +3.9% | -28.9% | +32.8% | +25.7% |
| 1Y | +5.7% | -48.7% | +54.4% | +61.4% |
| All | +48.9% | -12.3% | +61.2% | +41.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling