-23.8%
BA vs PCOR
-10.3%
-13.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | +1.1% | +22.7% | -21.6% | -3.7% |
| 30D | -7.9% | +37.5% | -45.4% | -14.5% |
| 3M | -25.3% | +35.2% | -60.5% | -30.7% |
| 6M | -24.6% | +42.2% | -66.8% | -31.4% |
| YTD | -20.1% | +3.6% | -23.7% | -22.7% |
| 1Y | -11.8% | -4.8% | -7.0% | -12.8% |
| 3Y | -10.1% | +48.3% | -58.5% | -23.5% |
| 5Y | -22.7% | -20.1% | -2.7% | -32.4% |
| All | -23.8% | -10.3% | -13.5% | -33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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