+26.7%
BTDR vs PCOR
-43.7%
+70.4%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.2% | +5.5% | +3.3% |
| 7D | +22.4% | -6.9% | +29.3% | +25.0% |
| 30D | +16.5% | -1.5% | +18.0% | +16.4% |
| 3M | -31.5% | +18.5% | -50.0% | -35.9% |
| 6M | +74.0% | -4.7% | +78.7% | +72.3% |
| YTD | +13.0% | -22.8% | +35.8% | +19.2% |
| 1Y | -0.2% | -20.7% | +20.5% | +4.6% |
| 3Y | +9.9% | -14.6% | +24.4% | +13.1% |
| 5Y | +28.1% | -40.7% | +68.9% | +31.8% |
| All | +26.7% | -43.7% | +70.4% | +29.6% |
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