-14.4%
PCOR vs ALLE
+44.3%
-58.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.6% | +0.3% |
| 7D | +22.7% | -0.6% | +23.3% | +23.3% |
| 30D | +37.5% | +25.3% | +12.1% | +17.2% |
| 3M | +35.2% | +10.3% | +24.9% | +25.7% |
| 6M | +42.2% | +38.0% | +4.2% | +11.6% |
| YTD | +3.6% | +17.8% | -14.2% | -10.6% |
| 1Y | -4.8% | +13.6% | -18.4% | -15.5% |
| 3Y | +48.3% | +89.2% | -40.9% | -16.7% |
| 5Y | -20.1% | +51.1% | -71.1% | -47.7% |
| All | -14.4% | +44.3% | -58.7% | -42.7% |
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