-0.9%
BA vs PCOR
-43.0%
+42.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.3% | +5.1% | +1.8% |
| 7D | +1.2% | -9.0% | +10.1% | +3.3% |
| 30D | -11.6% | +4.2% | -15.8% | -12.7% |
| 3M | -2.4% | +14.4% | -16.8% | -6.1% |
| 6M | -6.6% | +0.2% | -6.8% | -8.5% |
| YTD | -2.2% | -20.3% | +18.0% | +0.9% |
| 1Y | -8.0% | -16.1% | +8.1% | -6.8% |
| 3Y | -5.0% | -14.7% | +9.7% | -8.1% |
| All | -0.9% | -43.0% | +42.1% | -7.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling