-21.9%
PCOR vs ALLE
+58.3%
-80.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.7% | +1.8% | +17.9% | +18.4% |
| 7D | +21.8% | +6.7% | +15.2% | +16.6% |
| 30D | +39.5% | +25.4% | +14.1% | +18.4% |
| 3M | +35.2% | +16.9% | +18.3% | +20.5% |
| 6M | +21.7% | +46.6% | -24.8% | -9.2% |
| YTD | +3.9% | +22.4% | -18.5% | -13.0% |
| 1Y | +6.9% | +17.7% | -10.8% | -7.6% |
| 3Y | +44.8% | +96.3% | -51.6% | -22.9% |
| 5Y | -21.9% | +57.4% | -79.3% | -49.4% |
| All | -21.9% | +58.3% | -80.2% | -49.4% |
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