-14.1%
PCOR vs ACWI
+69.9%
-84.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.8% | +3.8% | +6.1% |
| 7D | +23.7% | -4.0% | +27.7% | +32.0% |
| 30D | +39.0% | -5.8% | +44.8% | +52.8% |
| 3M | +35.8% | -5.0% | +40.8% | +47.1% |
| 6M | +38.2% | +0.7% | +37.5% | +34.6% |
| YTD | +3.9% | +8.4% | -4.5% | -12.0% |
| 1Y | +5.7% | +10.1% | -4.4% | -13.1% |
| 3Y | +44.8% | +70.8% | -26.0% | -43.6% |
| 5Y | -19.8% | +55.4% | -75.2% | -60.6% |
| All | -14.1% | +69.9% | -84.0% | -58.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling