-19.8%
PCOR vs ALLE
+51.8%
-71.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +2.0% |
| 7D | +23.7% | 0.0% | +23.6% | +23.8% |
| 30D | +39.0% | +20.6% | +18.4% | +21.2% |
| 3M | +35.8% | +11.4% | +24.3% | +25.2% |
| 6M | +38.2% | +42.5% | -4.3% | +5.1% |
| YTD | +3.9% | +18.9% | -15.0% | -11.2% |
| 1Y | +5.7% | +14.2% | -8.5% | -6.8% |
| 3Y | +44.8% | +90.7% | -45.9% | -21.3% |
| 5Y | -19.8% | +52.5% | -72.3% | -46.7% |
| All | -19.8% | +51.8% | -71.6% | -46.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling