+48.9%
PCOR vs ALC
+4.5%
+44.4%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.5% |
| 7D | +23.7% | +7.6% | +16.1% | +19.5% |
| 30D | +39.0% | +21.1% | +17.9% | +26.8% |
| 3M | +35.8% | +8.5% | +27.3% | +30.5% |
| 6M | +38.2% | +2.8% | +35.4% | +35.6% |
| YTD | +3.9% | -2.4% | +6.3% | +4.2% |
| 1Y | +5.7% | +3.5% | +2.2% | +2.7% |
| All | +48.9% | +4.5% | +44.4% | +44.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling