+48.9%
PCOR vs BAH
-22.8%
+71.7%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.4% |
| 7D | +23.7% | +6.0% | +17.6% | +21.4% |
| 30D | +39.0% | +31.1% | +7.9% | +27.5% |
| 3M | +35.8% | +25.2% | +10.6% | +26.4% |
| 6M | +38.2% | +18.9% | +19.3% | +30.2% |
| YTD | +3.9% | +8.3% | -4.4% | +0.3% |
| 1Y | +5.7% | +6.2% | -0.5% | +2.1% |
| All | +48.9% | -22.8% | +71.7% | +39.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling