-13.3%
PCOR vs ALC
+10.0%
-23.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.2% | +0.6% |
| 7D | +20.7% | +2.3% | +18.4% | +19.6% |
| 30D | +35.7% | +15.5% | +20.1% | +24.9% |
| 3M | +31.1% | +0.6% | +30.5% | +31.0% |
| 6M | +43.1% | +18.4% | +24.7% | +29.6% |
| YTD | +4.8% | -5.6% | +10.4% | +7.4% |
| 1Y | -3.7% | 0.0% | -3.7% | -5.1% |
| 3Y | +46.5% | +2.8% | +43.7% | +36.4% |
| 5Y | -17.3% | -8.8% | -8.5% | -18.3% |
| All | -13.3% | +10.0% | -23.4% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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