-24.2%
BA vs PCOR
-10.0%
-14.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | -0.1% | +23.7% | -23.8% | -4.9% |
| 30D | -9.1% | +39.0% | -48.1% | -15.8% |
| 3M | -28.2% | +35.8% | -63.9% | -33.4% |
| 6M | -23.1% | +38.2% | -61.4% | -29.6% |
| YTD | -20.6% | +3.9% | -24.5% | -23.1% |
| 1Y | -12.7% | +5.7% | -18.4% | -16.2% |
| 3Y | -11.6% | +44.8% | -56.3% | -24.3% |
| 5Y | -23.1% | -19.8% | -3.4% | -32.8% |
| All | -24.2% | -10.0% | -14.2% | -34.0% |
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