+23.8%
BTDR vs PCOR
-41.9%
+65.7%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -4.3% | +8.2% | +5.3% |
| 7D | +20.0% | -9.0% | +28.9% | +23.4% |
| 30D | +11.9% | +4.2% | +7.8% | +10.0% |
| 3M | -36.9% | +14.4% | -51.4% | -40.2% |
| 6M | +56.5% | +0.2% | +56.3% | +52.5% |
| YTD | +10.4% | -20.3% | +30.7% | +15.4% |
| 1Y | +3.1% | -16.1% | +19.2% | +6.2% |
| 3Y | -2.6% | -14.7% | +12.1% | -0.6% |
| 5Y | +25.2% | -43.2% | +68.3% | +27.7% |
| All | +23.8% | -41.9% | +65.7% | +25.5% |
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