-11.9%
PCOR vs AGI
+246.6%
-258.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.8% | +4.4% | +2.0% |
| 7D | +2.5% | 0.0% | +2.5% | +2.5% |
| 30D | +37.9% | -7.6% | +45.5% | +38.9% |
| 3M | +32.0% | -10.2% | +42.2% | +33.2% |
| 6M | +54.7% | -31.5% | +86.2% | +61.1% |
| YTD | +6.6% | -22.0% | +28.6% | +7.8% |
| 1Y | -1.7% | -7.9% | +6.2% | -3.0% |
| 3Y | +49.0% | +137.6% | -88.6% | +19.5% |
| 5Y | -12.5% | +256.7% | -269.3% | -39.4% |
| All | -11.9% | +246.6% | -258.5% | -41.8% |
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