-14.1%
PCOR vs ALK
-44.6%
+30.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | +1.2% |
| 7D | +23.7% | +7.1% | +16.6% | +21.0% |
| 30D | +39.0% | -3.0% | +42.0% | +40.4% |
| 3M | +35.8% | -25.6% | +61.4% | +49.8% |
| 6M | +38.2% | +0.5% | +37.7% | +33.8% |
| YTD | +3.9% | -23.1% | +27.0% | +8.7% |
| 1Y | +5.7% | -7.5% | +13.2% | +1.0% |
| 3Y | +44.8% | +15.3% | +29.5% | +14.3% |
| 5Y | -19.8% | -34.8% | +15.0% | -20.9% |
| All | -14.1% | -44.6% | +30.5% | -7.6% |
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