-34.1%
PCOR vs ALLY
-2.6%
-31.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.3% | -4.6% | -4.4% |
| 7D | -9.0% | +3.7% | -12.6% | -10.6% |
| 30D | +4.2% | -2.3% | +6.4% | +5.3% |
| 3M | +14.4% | +3.8% | +10.6% | +11.8% |
| 6M | +0.2% | +9.7% | -9.5% | -5.4% |
| YTD | -20.3% | -1.4% | -18.8% | -20.5% |
| 1Y | -16.1% | +8.2% | -24.4% | -20.7% |
| 3Y | -14.7% | +66.5% | -81.2% | -35.4% |
| 5Y | -43.2% | +1.2% | -44.4% | -49.2% |
| All | -34.1% | -2.6% | -31.5% | -42.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling