-1.7%
PCOR vs AGI
-8.3%
+6.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +37.8% |
| 3M | +32.0% | -10.2% | +42.2% | +32.2% |
| 6M | +54.7% | -31.5% | +86.2% | +58.3% |
| YTD | +6.6% | -22.0% | +28.6% | +4.8% |
| 1Y | -1.7% | -7.9% | +6.2% | -7.3% |
| All | -1.7% | -8.3% | +6.6% | -7.3% |
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