-26.6%
PCOR vs AMDL
+95.0%
-121.6%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +9.2% | -13.5% | -4.9% |
| 7D | -9.0% | +4.5% | -13.5% | -9.3% |
| 30D | +4.2% | -4.4% | +8.6% | +4.1% |
| 3M | +14.4% | -30.5% | +44.9% | +14.2% |
| 6M | +0.2% | +300.9% | -300.7% | -20.1% |
| YTD | -20.3% | +219.9% | -240.2% | -36.5% |
| 1Y | -16.1% | +374.7% | -390.8% | -40.8% |
| All | -26.6% | +95.0% | -121.6% | -52.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling