-3.8%
BROS vs PCOR
-11.3%
+7.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | -19.0% | +20.7% | -39.7% | -25.6% |
| 30D | -7.3% | +35.7% | -42.9% | -18.8% |
| 3M | -31.2% | +31.1% | -62.2% | -39.5% |
| 6M | -33.0% | +43.1% | -76.2% | -44.1% |
| YTD | -42.4% | +4.8% | -47.2% | -46.2% |
| 1Y | -37.7% | -3.7% | -34.1% | -39.5% |
| 3Y | +28.2% | +46.5% | -18.4% | -5.2% |
| 5Y | -43.4% | -17.3% | -26.1% | -49.8% |
| All | -3.8% | -11.3% | +7.5% | -19.9% |
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