+1,054.1%
BE vs PCOR
-30.9%
+1,085.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -4.3% | +11.6% | +9.1% |
| 7D | +20.0% | -9.0% | +28.9% | +24.3% |
| 30D | +7.9% | +4.2% | +3.7% | +5.0% |
| 3M | -13.2% | +14.4% | -27.6% | -20.2% |
| 6M | +53.5% | +0.2% | +53.3% | +43.6% |
| YTD | +191.0% | -20.3% | +211.3% | +198.0% |
| 1Y | +360.5% | -16.1% | +376.7% | +354.9% |
| 3Y | +1,568.0% | -14.7% | +1,582.7% | +1,397.0% |
| 5Y | +1,055.2% | -43.2% | +1,098.3% | +946.5% |
| All | +1,054.1% | -30.9% | +1,085.1% | +908.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling