-12.2%
PCOR vs BB
+5.6%
-17.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.0% | +2.6% | +0.5% |
| 7D | +2.2% | +9.0% | -6.8% | -0.4% |
| 30D | +37.4% | +7.7% | +29.8% | +33.9% |
| 3M | +33.2% | +4.0% | +29.2% | +29.9% |
| 6M | +60.6% | +46.6% | +14.0% | +36.2% |
| YTD | +6.2% | +140.6% | -134.5% | -23.6% |
| 1Y | -1.1% | +103.1% | -104.2% | -25.3% |
| 3Y | +48.4% | +150.5% | -102.1% | -4.2% |
| 5Y | -13.1% | -15.4% | +2.3% | -29.7% |
| All | -12.2% | +5.6% | -17.8% | -29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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