-5.3%
BAC vs PCOR
-2.3%
-3.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.7% |
| 7D | -1.2% | +22.7% | -23.9% | -1.9% |
| 30D | -7.7% | +37.5% | -45.1% | -8.4% |
| 3M | -21.2% | +35.2% | -56.3% | -21.9% |
| 6M | -6.8% | +42.2% | -49.1% | -7.9% |
| YTD | -8.7% | +3.6% | -12.3% | -7.9% |
| 1Y | -5.3% | -4.8% | -0.5% | -1.7% |
| All | -5.3% | -2.3% | -3.0% | -1.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling