+30.0%
BROS vs PCOR
+44.3%
-14.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | 0.0% | -21.4% | -21.4% |
| 7D | -21.4% | +23.7% | -45.1% | -26.5% |
| 30D | -11.5% | +39.0% | -50.5% | -20.2% |
| 3M | -47.4% | +35.8% | -83.1% | -52.5% |
| 6M | -39.5% | +38.2% | -77.8% | -46.3% |
| YTD | -43.5% | +3.9% | -47.5% | -45.6% |
| 1Y | -37.8% | +5.7% | -43.5% | -40.7% |
| All | +30.0% | +44.3% | -14.3% | +7.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling