-1.3%
BBY vs PCOR
-33.1%
+31.8%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.1% | -0.2% |
| 7D | +8.1% | -6.9% | +15.0% | +10.1% |
| 30D | +8.9% | -1.5% | +10.5% | +8.9% |
| 3M | +22.0% | +18.5% | +3.5% | +15.2% |
| 6M | +37.8% | -4.7% | +42.5% | +36.5% |
| YTD | +37.3% | -22.8% | +60.1% | +43.6% |
| 1Y | +21.6% | -20.7% | +42.3% | +25.5% |
| 3Y | +41.5% | -14.6% | +56.1% | +38.1% |
| 5Y | +1.2% | -40.7% | +42.0% | -4.4% |
| All | -1.3% | -33.1% | +31.8% | -7.0% |
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