-14.1%
PCOR vs ALM
+264.3%
-278.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +41.2% |
| 3M | +35.8% | -40.3% | +76.0% | +37.7% |
| 6M | +38.2% | -60.3% | +98.5% | +41.8% |
| YTD | +3.9% | -9.8% | +13.7% | +1.5% |
| 1Y | +5.7% | +30.8% | -25.1% | +0.9% |
| 3Y | +44.8% | +772.4% | -727.7% | +20.9% |
| 5Y | -19.8% | +390.7% | -410.5% | -32.5% |
| All | -14.1% | +264.3% | -278.4% | -28.3% |
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