+690.7%
BE vs PCOR
-10.3%
+701.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.4% | +3.8% | +3.5% |
| 7D | -14.7% | +22.7% | -37.5% | -22.0% |
| 30D | -40.5% | +37.5% | -78.0% | -48.1% |
| 3M | -24.3% | +35.2% | -59.5% | -34.8% |
| 6M | -39.3% | +42.2% | -81.6% | -50.4% |
| YTD | +99.4% | +3.6% | +95.8% | +80.8% |
| 1Y | +26.6% | -4.8% | +31.3% | +21.2% |
| 3Y | +1,616.9% | +48.3% | +1,568.6% | +1,057.0% |
| 5Y | +441.4% | -20.1% | +461.4% | +333.4% |
| All | +690.7% | -10.3% | +701.0% | +511.6% |
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