-13.3%
PCOR vs BBWI
-54.4%
+41.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | +20.7% | -4.2% | +25.0% | +22.6% |
| 30D | +35.7% | +24.9% | +10.8% | +25.5% |
| 3M | +31.1% | +13.2% | +17.8% | +24.4% |
| 6M | +43.1% | +12.1% | +31.0% | +34.1% |
| YTD | +4.8% | +11.1% | -6.2% | -3.4% |
| 1Y | -3.7% | +0.7% | -4.4% | -9.6% |
| 3Y | +46.5% | -23.8% | +70.3% | +42.9% |
| 5Y | -17.3% | -66.9% | +49.7% | +12.9% |
| All | -13.3% | -54.4% | +41.1% | +10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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