+11.3%
BBY vs PCOR
-10.3%
+21.6%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | +4.2% | +22.7% | -18.6% | -1.7% |
| 30D | +17.8% | +37.5% | -19.7% | +7.9% |
| 3M | +25.8% | +35.2% | -9.4% | +15.0% |
| 6M | +73.8% | +42.2% | +31.6% | +55.1% |
| YTD | +54.7% | +3.6% | +51.2% | +48.9% |
| 1Y | +33.4% | -4.8% | +38.1% | +31.5% |
| 3Y | +72.2% | +48.3% | +23.8% | +45.2% |
| 5Y | -2.5% | -20.1% | +17.6% | -15.3% |
| All | +11.3% | -10.3% | +21.6% | -3.6% |
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