-14.1%
PCOR vs ALLY
-12.7%
-1.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.7% |
| 7D | +23.7% | -1.1% | +24.8% | +24.6% |
| 30D | +39.0% | +4.2% | +34.8% | +36.4% |
| 3M | +35.8% | -12.4% | +48.2% | +45.1% |
| 6M | +38.2% | -8.7% | +46.9% | +43.9% |
| YTD | +3.9% | -11.6% | +15.6% | +9.5% |
| 1Y | +5.7% | +0.2% | +5.5% | +4.1% |
| 3Y | +44.8% | +57.1% | -12.3% | +13.9% |
| 5Y | -19.8% | -6.8% | -12.9% | -24.7% |
| All | -14.1% | -12.7% | -1.4% | -20.2% |
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