+34.7%
BAC vs PCOR
-10.3%
+45.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -1.2% | +22.7% | -23.9% | -4.6% |
| 30D | -7.7% | +37.5% | -45.1% | -12.5% |
| 3M | -21.2% | +35.2% | -56.3% | -25.4% |
| 6M | -6.8% | +42.2% | -49.1% | -13.2% |
| YTD | -8.7% | +3.6% | -12.3% | -10.8% |
| 1Y | -5.3% | -4.8% | -0.5% | -6.0% |
| 3Y | +87.4% | +48.3% | +39.1% | +70.1% |
| 5Y | +18.9% | -20.1% | +39.0% | +8.1% |
| All | +34.7% | -10.3% | +45.0% | +23.1% |
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