-3.5%
PCOR vs AMDL
+92.1%
-95.6%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.7% | -2.9% | -0.4% |
| 7D | +20.7% | +5.4% | +15.3% | +19.6% |
| 30D | +35.7% | -36.6% | +72.3% | +37.6% |
| 3M | +31.1% | -1.0% | +32.0% | +28.3% |
| 6M | +43.1% | -12.1% | +55.2% | +36.3% |
| YTD | +4.8% | +215.1% | -210.3% | -18.0% |
| 1Y | -3.7% | +130.4% | -134.0% | -21.8% |
| All | -3.5% | +92.1% | -95.6% | -38.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling