-50.2%
BROS vs PCOR
-19.6%
-30.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -2.0% | -2.2% |
| 7D | -21.2% | +22.7% | -44.0% | -28.2% |
| 30D | -11.6% | +37.5% | -49.0% | -23.1% |
| 3M | -36.7% | +35.2% | -71.9% | -45.1% |
| 6M | -42.8% | +42.2% | -85.1% | -52.2% |
| YTD | -44.8% | +3.6% | -48.4% | -48.2% |
| 1Y | -36.5% | -4.8% | -31.8% | -38.1% |
| 3Y | +27.0% | +48.3% | -21.4% | -7.6% |
| All | -50.2% | -19.6% | -30.5% | -54.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling