-14.1%
PCOR vs BB
-3.1%
-11.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.5% | +4.5% | +1.3% |
| 7D | +23.7% | -8.9% | +32.6% | +26.9% |
| 30D | +39.0% | -12.6% | +51.6% | +43.4% |
| 3M | +35.8% | -4.1% | +39.9% | +35.6% |
| 6M | +38.2% | +49.5% | -11.2% | +16.2% |
| YTD | +3.9% | +120.8% | -116.9% | -23.3% |
| 1Y | +5.7% | +76.2% | -70.5% | -16.9% |
| 3Y | +44.8% | +123.8% | -79.0% | -3.1% |
| 5Y | -19.8% | -24.3% | +4.5% | -33.3% |
| All | -14.1% | -3.1% | -11.0% | -29.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling