-34.1%
PCOR vs ALK
-39.8%
+5.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.5% | -5.8% | -4.8% |
| 7D | -9.0% | -0.7% | -8.3% | -8.8% |
| 30D | +4.2% | -19.2% | +23.4% | +12.0% |
| 3M | +14.4% | -1.5% | +15.9% | +13.1% |
| 6M | +0.2% | -13.1% | +13.2% | +1.7% |
| YTD | -20.3% | -16.4% | -3.8% | -18.7% |
| 1Y | -16.1% | -33.1% | +16.9% | -6.3% |
| 3Y | -14.7% | +0.6% | -15.3% | -26.2% |
| 5Y | -43.2% | -26.4% | -16.8% | -45.7% |
| All | -34.1% | -39.8% | +5.8% | -30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 all: compounded portfolio wealth divided by compounded ALK 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…
all analysis · Full analysis span regression · 6 months rolling