-14.1%
PCOR vs ACM
+12.1%
-26.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.7% | +2.9% | +16.7% | +17.6% |
| 7D | +21.8% | +9.5% | +12.3% | +14.8% |
| 30D | +39.5% | +14.7% | +24.8% | +27.2% |
| 3M | +35.2% | -9.5% | +44.7% | +43.6% |
| 6M | +21.7% | -18.0% | +39.8% | +37.4% |
| YTD | +3.9% | -27.3% | +31.2% | +26.4% |
| 1Y | +6.9% | -47.0% | +53.9% | +64.1% |
| 3Y | +44.8% | -10.6% | +55.3% | +44.1% |
| 5Y | -21.9% | +5.3% | -27.2% | -31.7% |
| All | -14.1% | +12.1% | -26.2% | -28.6% |
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