-19.8%
PCOR vs ALM
+390.7%
-410.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -9.6% | +9.6% | +0.3% |
| 7D | +23.7% | -14.5% | +38.2% | +24.3% |
| 30D | +39.0% | -39.0% | +78.0% | +41.1% |
| 3M | +35.8% | -40.3% | +76.0% | +37.7% |
| 6M | +38.2% | -60.3% | +98.5% | +41.7% |
| YTD | +3.9% | -9.8% | +13.7% | +1.4% |
| 1Y | +5.7% | +30.8% | -25.1% | +0.9% |
| 3Y | +44.8% | +772.4% | -727.7% | +21.2% |
| 5Y | -19.8% | +390.7% | -410.5% | -33.5% |
| All | -19.8% | +390.7% | -410.5% | -33.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling