-1.8%
BROS vs PCOR
-11.1%
+9.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.5% | +5.1% | +6.0% |
| 7D | -17.9% | +22.2% | -40.1% | -24.9% |
| 30D | -5.4% | +36.0% | -41.4% | -17.2% |
| 3M | -32.1% | +34.0% | -66.1% | -40.8% |
| 6M | -31.7% | +43.5% | -75.2% | -43.0% |
| YTD | -41.2% | +5.1% | -46.3% | -45.1% |
| 1Y | -32.6% | -3.9% | -28.7% | -34.5% |
| 3Y | +32.7% | +52.9% | -20.2% | -4.0% |
| 5Y | -44.2% | -18.7% | -25.6% | -50.3% |
| All | -1.8% | -11.1% | +9.3% | -18.3% |
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