-22.2%
BA vs PCOR
-10.0%
-12.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +19.7% | -17.5% | -2.1% |
| 7D | +5.9% | +21.8% | -15.9% | +1.1% |
| 30D | -8.2% | +39.5% | -47.7% | -14.9% |
| 3M | -25.4% | +35.2% | -60.6% | -30.8% |
| 6M | -20.0% | +21.7% | -41.8% | -24.7% |
| YTD | -18.5% | +3.9% | -22.4% | -21.1% |
| 1Y | -10.6% | +6.9% | -17.6% | -14.5% |
| 3Y | -9.3% | +44.8% | -54.0% | -22.3% |
| 5Y | -16.9% | -21.9% | +5.0% | -27.3% |
| All | -22.2% | -10.0% | -12.2% | -32.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling