-2.9%
BTDR vs PCOR
-14.4%
+11.5%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -4.3% | +8.2% | +6.4% |
| 7D | +20.0% | -9.0% | +28.9% | +26.5% |
| 30D | +11.9% | +4.2% | +7.8% | +8.1% |
| 3M | -36.9% | +14.4% | -51.4% | -43.2% |
| 6M | +56.5% | +0.2% | +56.3% | +47.9% |
| YTD | +10.4% | -20.3% | +30.7% | +21.9% |
| 1Y | +3.1% | -16.1% | +19.2% | +8.8% |
| All | -2.9% | -14.4% | +11.5% | -13.2% |
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