+48.3%
PCOR vs BB
+132.4%
-84.1%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.4% | -4.8% | -1.3% |
| 7D | +22.7% | +3.8% | +18.9% | +21.8% |
| 30D | +37.5% | -0.3% | +37.8% | +36.9% |
| 3M | +35.2% | -0.5% | +35.6% | +33.9% |
| 6M | +42.2% | +45.9% | -3.7% | +24.6% |
| YTD | +3.6% | +130.6% | -127.0% | -20.1% |
| 1Y | -4.8% | +89.2% | -93.9% | -23.1% |
| 3Y | +48.3% | +137.5% | -89.2% | +0.1% |
| All | +48.3% | +132.4% | -84.1% | +0.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling