-13.1%
PCOR vs BB
+6.7%
-19.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.5% | -4.0% | -0.1% |
| 7D | +22.2% | +15.0% | +7.2% | +17.6% |
| 30D | +36.0% | +3.5% | +32.5% | +33.9% |
| 3M | +34.0% | +2.7% | +31.3% | +31.2% |
| 6M | +43.5% | +44.7% | -1.2% | +22.3% |
| YTD | +5.1% | +143.3% | -138.2% | -24.6% |
| 1Y | -3.9% | +102.2% | -106.1% | -27.4% |
| 3Y | +52.9% | +156.1% | -103.2% | -1.9% |
| 5Y | -18.7% | -17.6% | -1.1% | -34.2% |
| All | -13.1% | +6.7% | -19.8% | -30.5% |
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