-2.3%
PCOR vs AMDL
+145.7%
-147.9%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +11.9% | -12.2% | -1.0% |
| 7D | +2.2% | +103.5% | -101.4% | -2.0% |
| 30D | +37.4% | -18.3% | +55.8% | +37.4% |
| 3M | +33.2% | +20.1% | +13.1% | +29.0% |
| 6M | +60.6% | +15.9% | +44.7% | +50.3% |
| YTD | +6.2% | +303.0% | -296.8% | -18.1% |
| 1Y | -1.1% | +164.0% | -165.1% | -19.2% |
| All | -2.3% | +145.7% | -147.9% | -38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 10y: compounded portfolio wealth divided by compounded AMDL 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…
10y analysis · Full analysis span regression · 6 months rolling