-52.2%
BTDR vs PCOR
+53.8%
-106.1%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | -0.4% | -12.4% | -12.8% |
| 7D | +15.4% | +2.2% | +13.3% | +15.4% |
| 30D | -33.4% | +37.4% | -70.9% | -34.3% |
| 3M | -32.0% | +33.2% | -65.2% | -32.4% |
| 6M | -52.2% | +60.6% | -112.8% | -51.2% |
| All | -52.2% | +53.8% | -106.1% | -51.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling