+387.2%
BE vs PCOR
-19.6%
+406.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -0.4% | -13.2% | -13.4% |
| 7D | -14.7% | +22.7% | -37.5% | -22.3% |
| 30D | -40.5% | +37.5% | -78.0% | -48.4% |
| 3M | -24.3% | +35.2% | -59.5% | -35.3% |
| 6M | -39.3% | +42.2% | -81.6% | -50.9% |
| YTD | +99.4% | +3.6% | +95.8% | +80.2% |
| 1Y | +26.6% | -4.8% | +31.3% | +21.3% |
| 3Y | +1,616.9% | +48.3% | +1,568.6% | +1,007.9% |
| All | +387.2% | -19.6% | +406.8% | +333.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling