-14.4%
PCOR vs AGI
+267.7%
-282.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.8% | -0.7% |
| 7D | +22.7% | +16.0% | +6.8% | +20.3% |
| 30D | +37.5% | +1.0% | +36.5% | +36.9% |
| 3M | +35.2% | +2.5% | +32.7% | +34.2% |
| 6M | +42.2% | -24.0% | +66.3% | +46.1% |
| YTD | +3.6% | -17.2% | +20.8% | +3.9% |
| 1Y | -4.8% | +4.9% | -9.6% | -7.7% |
| 3Y | +48.3% | +142.6% | -94.2% | +18.9% |
| 5Y | -20.1% | +315.2% | -335.3% | -44.8% |
| All | -14.4% | +267.7% | -282.1% | -43.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling