-34.1%
PCOR vs AVAV
+35.8%
-69.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.7% | -2.5% | -3.9% |
| 7D | -9.0% | -2.2% | -6.7% | -8.6% |
| 30D | +4.2% | -13.9% | +18.1% | +6.8% |
| 3M | +14.4% | -29.2% | +43.7% | +20.3% |
| 6M | +0.2% | -36.1% | +36.3% | +6.5% |
| YTD | -20.3% | -40.2% | +19.9% | -15.8% |
| 1Y | -16.1% | -36.2% | +20.1% | -13.8% |
| 3Y | -14.7% | +47.5% | -62.2% | -34.7% |
| 5Y | -43.2% | +39.3% | -82.4% | -59.7% |
| All | -34.1% | +35.8% | -69.8% | -53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 all: compounded portfolio wealth divided by compounded AVAV 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…
all analysis · Full analysis span regression · 6 months rolling