-8.1%
BROS vs PCOR
-10.2%
+2.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.3% | -3.6% |
| 7D | -2.5% | +2.2% | -4.6% | -3.3% |
| 30D | -11.2% | +37.4% | -48.7% | -22.7% |
| 3M | -33.9% | +33.2% | -67.1% | -42.2% |
| 6M | -33.5% | +60.6% | -94.1% | -47.1% |
| YTD | -44.9% | +6.2% | -51.1% | -48.8% |
| 1Y | -41.5% | -1.1% | -40.4% | -43.8% |
| 3Y | +22.4% | +48.4% | -26.0% | -9.9% |
| 5Y | -45.7% | -13.1% | -32.6% | -52.6% |
| All | -8.1% | -10.2% | +2.1% | -23.9% |
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