+71.4%
BAC vs PCOR
-43.0%
+114.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.3% | +4.2% | +0.7% |
| 7D | +1.1% | -9.0% | +10.1% | +2.7% |
| 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% | +24.6% |
| YTD | +15.8% | -20.3% | +36.0% | +18.7% |
| 1Y | +27.2% | -16.1% | +43.3% | +28.5% |
| 3Y | +132.4% | -14.7% | +147.1% | +128.7% |
| All | +71.4% | -43.0% | +114.5% | +67.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling