-41.4%
PCOR vs ALLY
+1.6%
-43.0%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.3% | -4.6% | -4.4% |
| 7D | -9.0% | +3.7% | -12.6% | -10.7% |
| 30D | +4.2% | -2.3% | +6.4% | +5.3% |
| 3M | +14.4% | +3.8% | +10.6% | +11.7% |
| 6M | +0.2% | +9.7% | -9.5% | -5.7% |
| YTD | -20.3% | -1.4% | -18.8% | -20.5% |
| 1Y | -16.1% | +8.2% | -24.4% | -20.9% |
| 3Y | -14.7% | +66.5% | -81.2% | -36.4% |
| All | -41.4% | +1.6% | -43.0% | -49.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling