-4.8%
PCOR vs ALM
+31.8%
-36.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.5% | -0.3% |
| 7D | +22.7% | -6.7% | +29.4% | +22.5% |
| 30D | +37.5% | -32.9% | +70.4% | +36.2% |
| 3M | +35.2% | -39.5% | +74.7% | +34.1% |
| 6M | +42.2% | -62.0% | +104.2% | +41.2% |
| YTD | +3.6% | -7.8% | +11.4% | -0.2% |
| 1Y | -4.8% | +26.7% | -31.4% | -10.6% |
| All | -4.8% | +31.8% | -36.6% | -10.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling