+56.5%
BHP vs PCOR
+52.3%
+4.2%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.1% |
| 7D | +3.8% | +20.7% | -16.9% | +1.7% |
| 30D | -6.5% | +35.7% | -42.1% | -9.6% |
| 3M | -8.5% | +31.1% | -39.6% | -11.4% |
| 6M | -2.2% | +43.1% | -45.3% | -6.4% |
| YTD | +40.0% | +4.8% | +35.2% | +40.5% |
| 1Y | +51.3% | -3.7% | +55.0% | +54.6% |
| 3Y | +56.5% | +46.5% | +10.0% | +39.9% |
| All | +56.5% | +52.3% | +4.2% | +39.9% |
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