-35.9%
BTDR vs PCOR
-23.6%
-12.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.8% | -3.0% |
| 7D | -7.4% | +20.7% | -28.1% | -13.1% |
| 30D | -33.4% | +35.7% | -69.1% | -39.8% |
| 3M | -26.3% | +31.1% | -57.3% | -33.0% |
| 6M | -52.4% | +43.1% | -95.5% | -58.4% |
| YTD | -42.8% | +4.8% | -47.7% | -45.6% |
| 1Y | -63.7% | -3.7% | -60.0% | -64.3% |
| 3Y | +61.5% | +46.5% | +14.9% | +48.7% |
| 5Y | -35.6% | -17.3% | -18.4% | -40.2% |
| All | -35.9% | -23.6% | -12.3% | -40.9% |
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