-14.1%
PCOR vs ALLE
+45.7%
-59.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +21.6% |
| 3M | +35.8% | +11.4% | +24.3% | +25.4% |
| 6M | +38.2% | +42.5% | -4.3% | +5.8% |
| YTD | +3.9% | +18.9% | -15.0% | -10.9% |
| 1Y | +5.7% | +14.2% | -8.5% | -6.5% |
| 3Y | +44.8% | +90.7% | -45.9% | -19.1% |
| 5Y | -19.8% | +52.5% | -72.3% | -47.9% |
| All | -14.1% | +45.7% | -59.8% | -42.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling