-11.9%
PCOR vs BBWI
-54.3%
+42.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.3% | +1.5% |
| 7D | +2.5% | -7.7% | +10.3% | +5.3% |
| 30D | +37.9% | +24.8% | +13.1% | +27.6% |
| 3M | +32.0% | +16.2% | +15.7% | +24.2% |
| 6M | +54.7% | +15.8% | +38.9% | +43.2% |
| YTD | +6.6% | +11.4% | -4.9% | -1.9% |
| 1Y | -1.7% | +3.2% | -4.9% | -8.7% |
| 3Y | +49.0% | -23.5% | +72.5% | +45.1% |
| 5Y | -12.5% | -67.4% | +54.9% | +19.9% |
| All | -11.9% | -54.3% | +42.4% | +12.2% |
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