-1.7%
PCOR vs ALC
-4.7%
+3.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.2% | +3.8% | +2.9% |
| 7D | +2.5% | -6.3% | +8.8% | +6.4% |
| 30D | +37.9% | +12.6% | +25.3% | +31.1% |
| 3M | +32.0% | -3.8% | +35.8% | +33.7% |
| 6M | +54.7% | +16.8% | +37.9% | +46.5% |
| YTD | +6.6% | -7.6% | +14.2% | +8.0% |
| 1Y | -1.7% | -5.9% | +4.2% | -1.1% |
| All | -1.7% | -4.7% | +3.0% | -1.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling