+114.6%
BP vs PCOR
-30.9%
+145.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.3% | +4.8% | +0.8% |
| 7D | +3.9% | -9.0% | +12.9% | +4.6% |
| 30D | +7.6% | +4.2% | +3.4% | +7.2% |
| 3M | +0.7% | +14.4% | -13.7% | -0.5% |
| 6M | +15.5% | +0.2% | +15.3% | +14.9% |
| YTD | +30.8% | -20.3% | +51.1% | +32.6% |
| 1Y | +34.3% | -16.1% | +50.4% | +35.1% |
| 3Y | +35.1% | -14.7% | +49.8% | +33.9% |
| 5Y | +126.8% | -43.2% | +170.0% | +120.0% |
| All | +114.6% | -30.9% | +145.6% | +109.0% |
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