+776.3%
BE vs PCOR
-7.6%
+783.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.5% | -5.4% | -5.1% |
| 7D | +10.8% | +3.0% | +7.8% | +9.7% |
| 30D | -19.8% | +38.7% | -58.5% | -30.1% |
| 3M | -18.7% | +24.9% | -43.6% | -27.2% |
| 6M | -33.7% | +68.8% | -102.5% | -49.5% |
| YTD | +121.0% | +6.7% | +114.2% | +98.4% |
| 1Y | +85.4% | +3.0% | +82.4% | +70.5% |
| 3Y | +1,709.5% | +48.6% | +1,660.9% | +1,138.6% |
| 5Y | +462.2% | -12.7% | +474.9% | +342.0% |
| All | +776.3% | -7.6% | +783.9% | +571.2% |
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