+35.6%
BAC vs PCOR
-10.0%
+45.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.6% |
| 7D | -2.7% | +23.7% | -26.4% | -6.2% |
| 30D | -8.0% | +39.0% | -47.0% | -13.0% |
| 3M | -20.9% | +35.8% | -56.7% | -25.3% |
| 6M | -5.4% | +38.2% | -43.6% | -11.4% |
| YTD | -8.1% | +3.9% | -12.0% | -10.2% |
| 1Y | -3.1% | +5.7% | -8.8% | -5.8% |
| 3Y | +88.1% | +44.8% | +43.4% | +71.3% |
| 5Y | +19.7% | -19.8% | +39.5% | +8.7% |
| All | +35.6% | -10.0% | +45.6% | +23.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling