+93.0%
BHP vs PCOR
-30.9%
+123.9%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.3% | +3.9% | +0.3% |
| 7D | -2.9% | -9.0% | +6.1% | -1.6% |
| 30D | +3.4% | +4.2% | -0.8% | +2.6% |
| 3M | +4.1% | +14.4% | -10.3% | +1.7% |
| 6M | +20.6% | +0.2% | +20.4% | +19.2% |
| YTD | +56.1% | -20.3% | +76.3% | +59.6% |
| 1Y | +69.6% | -16.1% | +85.7% | +71.4% |
| 3Y | +78.8% | -14.7% | +93.5% | +75.0% |
| 5Y | +113.1% | -43.2% | +156.2% | +106.9% |
| All | +93.0% | -30.9% | +123.9% | +85.2% |
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