+0.2%
PCOR vs ALM
-9.8%
+9.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.5% | -2.7% | -4.4% |
| 7D | -9.0% | -2.6% | -6.4% | -9.1% |
| 30D | +4.2% | +32.0% | -27.8% | +6.4% |
| 3M | +14.4% | -15.0% | +29.5% | +15.0% |
| 6M | +0.2% | -10.1% | +10.3% | +1.4% |
| All | +0.2% | -9.8% | +9.9% | +1.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling