-19.6%
PCOR vs ADVB
-88.3%
+68.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.7% | -3.6% | -4.3% |
| 7D | -9.0% | -3.8% | -5.2% | -9.0% |
| 30D | +4.2% | +17.6% | -13.4% | +4.6% |
| 3M | +14.4% | +119.1% | -104.7% | +14.8% |
| 6M | +0.2% | +103.4% | -103.2% | -0.5% |
| YTD | -20.3% | +59.8% | -80.1% | -20.1% |
| 1Y | -16.1% | +8.5% | -24.7% | -15.7% |
| All | -19.6% | -88.3% | +68.7% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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