-20.1%
PCOR vs ACM
-2.7%
-17.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +22.7% | +5.4% | +17.4% | +18.6% |
| 30D | +37.5% | +15.1% | +22.3% | +24.9% |
| 3M | +35.2% | -10.5% | +45.7% | +44.7% |
| 6M | +42.2% | -19.7% | +61.9% | +63.4% |
| YTD | +3.6% | -28.8% | +32.4% | +28.5% |
| 1Y | -4.8% | -47.9% | +43.1% | +50.0% |
| 3Y | +48.3% | -12.4% | +60.7% | +47.4% |
| All | -20.1% | -2.7% | -17.4% | -29.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling