-11.8%
PCOR vs BBWI
-55.0%
+43.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | 0.0% |
| 7D | +3.0% | +0.1% | +2.9% | +3.0% |
| 30D | +38.7% | +12.9% | +25.8% | +32.9% |
| 3M | +24.9% | +16.0% | +8.9% | +17.5% |
| 6M | +68.8% | +16.6% | +52.2% | +55.6% |
| YTD | +6.7% | +9.7% | -3.0% | -1.3% |
| 1Y | +3.0% | +1.5% | +1.5% | -3.8% |
| 3Y | +48.6% | -21.4% | +70.0% | +43.0% |
| 5Y | -12.7% | -67.6% | +54.9% | +19.9% |
| All | -11.8% | -55.0% | +43.2% | +12.9% |
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