-14.4%
PCOR vs BAH
+16.4%
-30.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.4% | +4.1% | +1.0% |
| 7D | +22.7% | -3.5% | +26.3% | +24.1% |
| 30D | +37.5% | +24.3% | +13.2% | +28.2% |
| 3M | +35.2% | +16.3% | +18.9% | +28.8% |
| 6M | +42.2% | +13.6% | +28.7% | +36.0% |
| YTD | +3.6% | +3.5% | +0.1% | +1.5% |
| 1Y | -4.8% | +2.7% | -7.5% | -6.6% |
| 3Y | +48.3% | -26.6% | +74.9% | +48.4% |
| 5Y | -20.1% | +8.5% | -28.6% | -32.6% |
| All | -14.4% | +16.4% | -30.8% | -26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 10y: compounded portfolio wealth divided by compounded BAH 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…
10y analysis · Full analysis span regression · 6 months rolling