-14.6%
PCOR vs ALC
-13.3%
-1.3%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.2% | -2.1% | -3.2% |
| 7D | -9.0% | -2.1% | -6.9% | -8.0% |
| 30D | +4.2% | -0.1% | +4.3% | +4.2% |
| 3M | +14.4% | +5.9% | +8.5% | +11.3% |
| 6M | +0.2% | -15.9% | +16.1% | +8.4% |
| YTD | -20.3% | -10.1% | -10.1% | -16.7% |
| 1Y | -16.1% | -10.2% | -5.9% | -12.7% |
| All | -14.6% | -13.3% | -1.3% | -7.0% |
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 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