-0.2%
BBY vs PCOR
-30.9%
+30.7%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -4.3% | +7.4% | +4.3% |
| 7D | +9.5% | -9.0% | +18.5% | +12.1% |
| 30D | +6.8% | +4.2% | +2.7% | +5.2% |
| 3M | +28.9% | +14.4% | +14.4% | +22.8% |
| 6M | +37.8% | +0.2% | +37.6% | +34.6% |
| YTD | +38.7% | -20.3% | +59.0% | +43.9% |
| 1Y | +23.7% | -16.1% | +39.8% | +25.8% |
| 3Y | +39.1% | -14.7% | +53.8% | +35.9% |
| 5Y | -0.4% | -43.2% | +42.7% | -6.4% |
| All | -0.2% | -30.9% | +30.7% | -6.8% |
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