-8.6%
BDX vs PCOR
-14.4%
+5.8%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.3% | +2.7% | -1.0% |
| 7D | -2.5% | -9.0% | +6.4% | -1.5% |
| 30D | +8.3% | +4.2% | +4.1% | +7.6% |
| 3M | +24.4% | +14.4% | +10.0% | +21.8% |
| 6M | +9.2% | +0.2% | +9.0% | +8.0% |
| YTD | +22.7% | -20.3% | +43.0% | +24.9% |
| 1Y | +25.9% | -16.1% | +42.0% | +26.7% |
| All | -8.6% | -14.4% | +5.8% | -10.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling