-23.1%
BA vs PCOR
-22.6%
-0.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | -0.1% | +23.7% | -23.8% | -5.2% |
| 30D | -9.1% | +39.0% | -48.1% | -16.1% |
| 3M | -28.2% | +35.8% | -63.9% | -33.7% |
| 6M | -23.1% | +38.2% | -61.4% | -29.9% |
| YTD | -20.6% | +3.9% | -24.5% | -23.2% |
| 1Y | -12.7% | +5.7% | -18.4% | -16.3% |
| 3Y | -11.6% | +44.8% | -56.3% | -25.3% |
| 5Y | -23.1% | -19.8% | -3.4% | -29.2% |
| All | -23.1% | -22.6% | -0.6% | -29.2% |
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