-34.1%
PCOR vs ALM
+705.0%
-739.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.5% | -2.7% | -4.2% |
| 7D | -9.0% | -2.6% | -6.4% | -8.9% |
| 30D | +4.2% | +32.0% | -27.8% | +3.1% |
| 3M | +14.4% | -15.0% | +29.5% | +14.8% |
| 6M | +0.2% | -10.1% | +10.3% | -0.3% |
| YTD | -20.3% | +99.4% | -119.7% | -24.1% |
| 1Y | -16.1% | +316.4% | -332.5% | -23.3% |
| 3Y | -14.7% | +2,022.0% | -2,036.7% | -31.0% |
| 5Y | -43.2% | +941.2% | -984.3% | -53.5% |
| All | -34.1% | +705.0% | -739.1% | -46.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling