-14.4%
PCOR vs BBWI
-55.0%
+40.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +2.9% | +0.8% |
| 7D | +22.7% | -6.2% | +28.9% | +25.5% |
| 30D | +37.5% | +19.9% | +17.5% | +28.9% |
| 3M | +35.2% | +7.1% | +28.0% | +30.7% |
| 6M | +42.2% | +13.7% | +28.6% | +32.5% |
| YTD | +3.6% | +9.6% | -6.0% | -4.1% |
| 1Y | -4.8% | -1.6% | -3.1% | -9.9% |
| 3Y | +48.3% | -25.9% | +74.2% | +46.4% |
| 5Y | -20.1% | -67.8% | +47.7% | +10.0% |
| All | -14.4% | -55.0% | +40.6% | +9.7% |
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