-19.5%
PCOR vs AS
+120.4%
-139.9%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +3.6% | -7.8% | -5.3% |
| 7D | -9.0% | -4.9% | -4.1% | -7.7% |
| 30D | +4.2% | -19.6% | +23.8% | +10.7% |
| 3M | +14.4% | -14.4% | +28.8% | +19.3% |
| 6M | +0.2% | -20.1% | +20.3% | +5.8% |
| YTD | -20.3% | -20.9% | +0.7% | -15.6% |
| 1Y | -16.1% | -21.9% | +5.7% | -11.4% |
| All | -19.5% | +120.4% | -139.9% | -36.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling