+118.4%
BP vs PCOR
-9.2%
+127.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.2% | 0.0% |
| 7D | -6.3% | +20.7% | -27.0% | -7.5% |
| 30D | -3.6% | +35.7% | -39.3% | -5.7% |
| 3M | +5.2% | +31.1% | -25.8% | +3.1% |
| 6M | +5.3% | +43.1% | -37.8% | +2.3% |
| YTD | +33.1% | +4.8% | +28.3% | +32.2% |
| 1Y | +26.3% | -3.7% | +29.9% | +26.4% |
| 3Y | +47.5% | +46.5% | +1.0% | +40.9% |
| 5Y | +106.2% | -17.3% | +123.4% | +95.8% |
| All | +118.4% | -9.2% | +127.6% | +108.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling