+32.7%
BROS vs PCOR
+43.2%
-10.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.5% | +5.1% | +6.2% |
| 7D | -17.9% | +22.2% | -40.1% | -23.0% |
| 30D | -5.4% | +36.0% | -41.4% | -14.1% |
| 3M | -32.1% | +34.0% | -66.1% | -38.5% |
| 6M | -31.7% | +43.5% | -75.2% | -40.1% |
| YTD | -41.2% | +5.1% | -46.3% | -43.5% |
| 1Y | -32.6% | -3.9% | -28.7% | -33.1% |
| 3Y | +32.7% | +52.9% | -20.2% | +2.7% |
| All | +32.7% | +43.2% | -10.5% | +2.7% |
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