+48.3%
PCOR vs ALC
+2.3%
+46.1%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | +0.8% |
| 7D | +22.7% | +4.9% | +17.8% | +20.2% |
| 30D | +37.5% | +19.0% | +18.5% | +26.6% |
| 3M | +35.2% | +7.8% | +27.4% | +30.6% |
| 6M | +42.2% | +14.6% | +27.7% | +33.3% |
| YTD | +3.6% | -4.4% | +8.0% | +5.0% |
| 1Y | -4.8% | +1.4% | -6.2% | -6.5% |
| 3Y | +48.3% | +2.5% | +45.8% | +45.9% |
| All | +48.3% | +2.3% | +46.1% | +45.9% |
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