+119.6%
BHP vs PCOR
-11.9%
+131.5%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.3% |
| 7D | -0.5% | +3.0% | -3.5% | -0.9% |
| 30D | -4.5% | +38.7% | -43.2% | -9.0% |
| 3M | -6.9% | +24.9% | -31.7% | -10.1% |
| 6M | -10.6% | +68.8% | -79.3% | -17.8% |
| YTD | +37.2% | +6.7% | +30.5% | +34.4% |
| 1Y | +48.0% | +3.0% | +45.0% | +45.9% |
| 3Y | +52.6% | +48.6% | +3.9% | +36.8% |
| All | +119.6% | -11.9% | +131.5% | +102.5% |
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