-14.4%
PCOR vs ACWI
+69.8%
-84.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.3% | -0.3% |
| 7D | +22.7% | -2.4% | +25.1% | +27.5% |
| 30D | +37.5% | -5.2% | +42.7% | +49.5% |
| 3M | +35.2% | -4.8% | +40.0% | +46.0% |
| 6M | +42.2% | -1.3% | +43.6% | +43.6% |
| YTD | +3.6% | +8.4% | -4.8% | -12.2% |
| 1Y | -4.8% | +11.0% | -15.8% | -22.7% |
| 3Y | +48.3% | +70.6% | -22.2% | -42.1% |
| 5Y | -20.1% | +55.3% | -75.4% | -60.7% |
| All | -14.4% | +69.8% | -84.2% | -58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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