+4.9%
PCOR vs AS
+133.7%
-128.9%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.7% |
| 7D | +23.7% | +7.1% | +16.6% | +21.4% |
| 30D | +39.0% | +12.8% | +26.2% | +34.3% |
| 3M | +35.8% | -14.7% | +50.5% | +41.9% |
| 6M | +38.2% | -9.9% | +48.2% | +41.9% |
| YTD | +3.9% | -16.1% | +20.1% | +8.1% |
| 1Y | +5.7% | +0.2% | +5.5% | +3.5% |
| All | +4.9% | +133.7% | -128.9% | -18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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