-11.9%
PCOR vs ALC
+7.7%
-19.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.2% | +3.8% | +3.0% |
| 7D | +2.5% | -6.3% | +8.8% | +6.7% |
| 30D | +37.9% | +12.6% | +25.3% | +28.9% |
| 3M | +32.0% | -3.8% | +35.8% | +35.5% |
| 6M | +54.7% | +16.8% | +37.9% | +41.2% |
| YTD | +6.6% | -7.6% | +14.2% | +10.6% |
| 1Y | -1.7% | -5.9% | +4.2% | +0.7% |
| 3Y | +49.0% | +0.6% | +48.4% | +40.5% |
| 5Y | -12.5% | -9.5% | -3.1% | -12.7% |
| All | -11.9% | +7.7% | -19.6% | -9.0% |
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