+26.3%
BDX vs PCOR
-9.0%
+35.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +1.4% |
| 7D | +8.4% | +22.2% | -13.8% | +6.2% |
| 30D | +17.1% | +36.0% | -18.9% | +13.6% |
| 3M | +22.4% | +34.0% | -11.6% | +18.7% |
| 6M | +45.9% | +43.5% | +2.4% | +40.0% |
| YTD | +43.8% | +5.1% | +38.7% | +41.3% |
| 1Y | +57.8% | -3.9% | +61.8% | +56.3% |
| 3Y | +25.4% | +52.9% | -27.5% | +18.3% |
| 5Y | +26.0% | -18.7% | +44.7% | +18.8% |
| All | +26.3% | -9.0% | +35.2% | +19.1% |
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