-20.3%
BROS vs PCOR
+4.0%
-24.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +19.7% | -18.7% | -2.4% |
| 7D | +2.5% | +21.8% | -19.4% | -1.3% |
| 30D | +15.1% | +39.5% | -24.5% | +8.1% |
| 3M | -31.4% | +35.2% | -66.6% | -35.4% |
| 6M | -22.6% | +21.7% | -44.3% | -27.0% |
| YTD | -28.1% | +3.9% | -32.1% | -33.1% |
| 1Y | -20.3% | +6.9% | -27.2% | -26.0% |
| All | -20.3% | +4.0% | -24.3% | -26.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling