-18.1%
PCOR vs AGI
+13.3%
-31.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.9% | -2.3% | -4.1% |
| 7D | -9.0% | +0.6% | -9.6% | -9.0% |
| 30D | +4.2% | +18.2% | -14.1% | +3.1% |
| 3M | +14.4% | -4.1% | +18.5% | +15.0% |
| 6M | +0.2% | -28.7% | +28.9% | +2.7% |
| YTD | -20.3% | -4.0% | -16.3% | -20.4% |
| All | -18.1% | +13.3% | -31.4% | -18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling