-34.1%
PCOR vs ALLE
+21.9%
-56.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.0% | -5.3% | -5.0% |
| 7D | -9.0% | -0.2% | -8.7% | -8.9% |
| 30D | +4.2% | -6.8% | +11.0% | +9.3% |
| 3M | +14.4% | +21.0% | -6.6% | -1.4% |
| 6M | +0.2% | +1.1% | -0.9% | -2.4% |
| YTD | -20.3% | -0.5% | -19.7% | -22.3% |
| 1Y | -16.1% | -7.3% | -8.9% | -13.7% |
| 3Y | -14.7% | +42.3% | -57.0% | -40.2% |
| 5Y | -43.2% | +13.5% | -56.6% | -56.6% |
| All | -34.1% | +21.9% | -56.0% | -50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 10y: compounded portfolio wealth divided by compounded ALLE 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…
10y analysis · Full analysis span regression · 6 months rolling