+48.9%
PCOR vs ALLY
+59.2%
-10.3%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.7% | +3.8% | +15.9% | +17.5% |
| 7D | +21.8% | +2.4% | +19.5% | +20.3% |
| 30D | +39.5% | +5.6% | +34.0% | +35.4% |
| 3M | +35.2% | -11.7% | +46.9% | +45.2% |
| 6M | +21.7% | -7.0% | +28.8% | +26.0% |
| YTD | +3.9% | -10.4% | +14.4% | +9.4% |
| 1Y | +6.9% | +2.4% | +4.6% | +3.3% |
| All | +48.9% | +59.2% | -10.3% | +8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 3y: compounded portfolio wealth divided by compounded ALLY 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…
3y analysis · Full analysis span regression · 6 months rolling