+452.1%
BTSG vs PCOR
-17.1%
+469.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.3% | +3.1% | -0.1% |
| 7D | +2.7% | -9.0% | +11.7% | +4.9% |
| 30D | -3.6% | +4.2% | -7.8% | -4.9% |
| 3M | +5.8% | +14.4% | -8.6% | +1.6% |
| 6M | +44.7% | +0.2% | +44.6% | +42.9% |
| YTD | +62.2% | -20.3% | +82.4% | +71.8% |
| 1Y | +152.1% | -16.1% | +168.2% | +160.8% |
| All | +452.1% | -17.1% | +469.2% | +456.0% |
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