+119.0%
BP vs PCOR
-10.0%
+129.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -11.2% | +23.7% | -34.9% | -12.5% |
| 30D | -0.7% | +39.0% | -39.7% | -3.0% |
| 3M | +9.8% | +35.8% | -25.9% | +7.2% |
| 6M | -1.6% | +38.2% | -39.8% | -4.2% |
| YTD | +33.5% | +3.9% | +29.6% | +32.7% |
| 1Y | +31.7% | +5.7% | +26.1% | +30.6% |
| 3Y | +45.1% | +44.8% | +0.4% | +38.7% |
| 5Y | +105.9% | -19.8% | +125.7% | +95.8% |
| All | +119.0% | -10.0% | +129.0% | +109.1% |
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