-11.8%
PCOR vs BB
+3.0%
-14.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +1.2% |
| 7D | +3.0% | +1.8% | +1.2% | +2.5% |
| 30D | +38.7% | +8.1% | +30.5% | +34.9% |
| 3M | +24.9% | -1.0% | +25.9% | +23.4% |
| 6M | +68.8% | +45.9% | +22.9% | +43.3% |
| YTD | +6.7% | +134.8% | -128.1% | -22.7% |
| 1Y | +3.0% | +104.6% | -101.6% | -22.5% |
| 3Y | +48.6% | +152.8% | -104.2% | -4.5% |
| 5Y | -12.7% | -17.4% | +4.8% | -28.9% |
| All | -11.8% | +3.0% | -14.8% | -28.7% |
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