-34.1%
PCOR vs ACM
+8.9%
-43.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.4% | -3.9% | -4.0% |
| 7D | -9.0% | -3.7% | -5.2% | -6.5% |
| 30D | +4.2% | -11.1% | +15.3% | +11.8% |
| 3M | +14.4% | -8.0% | +22.4% | +19.4% |
| 6M | +0.2% | -29.7% | +29.8% | +25.9% |
| YTD | -20.3% | -29.4% | +9.1% | -1.1% |
| 1Y | -16.1% | -46.4% | +30.3% | +26.8% |
| 3Y | -14.7% | -22.3% | +7.6% | -5.5% |
| 5Y | -43.2% | +4.5% | -47.6% | -50.2% |
| All | -34.1% | +8.9% | -43.0% | -44.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling