+44.7%
BTSG vs PCOR
+3.2%
+41.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.3% | +3.1% | -1.0% |
| 7D | +2.7% | -9.0% | +11.7% | +3.0% |
| 30D | -3.6% | +4.2% | -7.8% | -3.8% |
| 3M | +5.8% | +14.4% | -8.6% | +6.1% |
| 6M | +44.7% | +0.2% | +44.6% | +48.6% |
| All | +44.7% | +3.2% | +41.5% | +48.6% |
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