+37.7%
BAC vs PCOR
-9.0%
+46.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.5% | +0.8% | +2.0% |
| 7D | +2.0% | +22.2% | -20.2% | -1.5% |
| 30D | -6.9% | +36.0% | -43.0% | -11.7% |
| 3M | -19.6% | +34.0% | -53.6% | -23.8% |
| 6M | -0.5% | +43.5% | -44.0% | -7.4% |
| YTD | -6.6% | +5.1% | -11.7% | -9.0% |
| 1Y | -3.0% | -3.9% | +1.0% | -3.8% |
| 3Y | +97.3% | +52.9% | +44.4% | +78.3% |
| 5Y | +21.9% | -18.7% | +40.5% | +10.5% |
| All | +37.7% | -9.0% | +46.7% | +25.6% |
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