+118.2%
BP vs PCOR
-10.3%
+128.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.4% |
| 7D | -11.6% | +22.7% | -34.4% | -12.9% |
| 30D | 0.0% | +37.5% | -37.4% | -2.2% |
| 3M | +6.7% | +35.2% | -28.5% | +4.3% |
| 6M | +2.2% | +42.2% | -40.1% | -0.8% |
| YTD | +33.0% | +3.6% | +29.4% | +32.2% |
| 1Y | +30.7% | -4.8% | +35.5% | +31.0% |
| 3Y | +44.2% | +48.3% | -4.2% | +37.6% |
| 5Y | +105.1% | -20.1% | +125.2% | +95.1% |
| All | +118.2% | -10.3% | +128.5% | +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