-14.4%
PCOR vs ALC
+11.3%
-25.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | +0.9% |
| 7D | +22.7% | +4.9% | +17.8% | +19.7% |
| 30D | +37.5% | +19.0% | +18.5% | +24.4% |
| 3M | +35.2% | +7.8% | +27.4% | +29.7% |
| 6M | +42.2% | +14.6% | +27.7% | +31.2% |
| YTD | +3.6% | -4.4% | +8.0% | +5.4% |
| 1Y | -4.8% | +1.4% | -6.2% | -6.9% |
| 3Y | +48.3% | +2.5% | +45.8% | +38.6% |
| 5Y | -20.1% | -10.9% | -9.2% | -21.3% |
| All | -14.4% | +11.3% | -25.7% | -13.4% |
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