-13.3%
PCOR vs AGI
+256.4%
-269.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.3% | +5.1% | +0.5% |
| 7D | +20.7% | +13.9% | +6.8% | +18.7% |
| 30D | +35.7% | -6.2% | +41.9% | +36.4% |
| 3M | +31.1% | -6.9% | +38.0% | +31.7% |
| 6M | +43.1% | -28.7% | +71.9% | +48.2% |
| YTD | +4.8% | -19.8% | +24.6% | +5.6% |
| 1Y | -3.7% | -4.8% | +1.1% | -5.4% |
| 3Y | +46.5% | +144.3% | -97.8% | +17.2% |
| 5Y | -17.3% | +277.2% | -294.5% | -42.8% |
| All | -13.3% | +256.4% | -269.7% | -43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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