-14.4%
PCOR vs ALM
+272.1%
-286.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.5% | -0.4% |
| 7D | +22.7% | -6.7% | +29.4% | +23.0% |
| 30D | +37.5% | -32.9% | +70.4% | +39.2% |
| 3M | +35.2% | -39.5% | +74.7% | +37.1% |
| 6M | +42.2% | -62.0% | +104.2% | +46.3% |
| YTD | +3.6% | -7.8% | +11.4% | +1.0% |
| 1Y | -4.8% | +26.7% | -31.4% | -8.9% |
| 3Y | +48.3% | +825.4% | -777.0% | +23.6% |
| 5Y | -20.1% | +401.2% | -421.3% | -32.8% |
| All | -14.4% | +272.1% | -286.4% | -28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling