+27.0%
BROS vs PCOR
-32.5%
+59.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.3% | +5.0% | +2.5% |
| 7D | -6.7% | -9.0% | +2.3% | -3.0% |
| 30D | -29.1% | +4.2% | -33.2% | -30.7% |
| 3M | -16.7% | +14.4% | -31.1% | -22.6% |
| 6M | -11.6% | +0.2% | -11.8% | -14.9% |
| YTD | -23.9% | -20.3% | -3.7% | -19.6% |
| 1Y | -34.8% | -16.1% | -18.7% | -33.5% |
| 3Y | +62.1% | -14.7% | +76.8% | +52.3% |
| All | +27.0% | -32.5% | +59.5% | +19.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling