+48.9%
PCOR vs BBWI
-25.6%
+74.5%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.2% | +6.2% | +1.8% |
| 7D | +23.7% | -3.1% | +26.8% | +24.9% |
| 30D | +39.0% | +23.1% | +15.9% | +30.9% |
| 3M | +35.8% | +7.3% | +28.5% | +32.0% |
| 6M | +38.2% | +22.6% | +15.6% | +27.6% |
| YTD | +3.9% | +13.3% | -9.4% | -3.0% |
| 1Y | +5.7% | -2.6% | +8.3% | +2.3% |
| All | +48.9% | -25.6% | +74.5% | +43.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling