+135.1%
BAC vs PCOR
-14.4%
+149.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.3% | +4.2% | +0.7% |
| 7D | +1.1% | -9.0% | +10.1% | +2.8% |
| 30D | -0.4% | +4.2% | -4.6% | -1.4% |
| 3M | +16.9% | +14.4% | +2.5% | +13.3% |
| 6M | +26.6% | +0.2% | +26.4% | +24.7% |
| YTD | +15.8% | -20.3% | +36.0% | +20.1% |
| 1Y | +27.2% | -16.1% | +43.3% | +29.4% |
| All | +135.1% | -14.4% | +149.5% | +128.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling