-3.7%
PCOR vs BAH
+2.9%
-6.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.7% |
| 7D | +20.7% | +0.5% | +20.3% | +20.5% |
| 30D | +35.7% | +18.2% | +17.4% | +23.5% |
| 3M | +31.1% | +13.1% | +18.0% | +22.0% |
| 6M | +43.1% | +15.2% | +27.9% | +31.5% |
| YTD | +4.8% | +6.0% | -1.2% | -0.4% |
| 1Y | -3.7% | +3.1% | -6.8% | -8.4% |
| All | -3.7% | +2.9% | -6.6% | -8.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling