-34.1%
PCOR vs BBWI
-58.9%
+24.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.8% | -7.1% | -5.2% |
| 7D | -9.0% | +1.5% | -10.5% | -9.5% |
| 30D | +4.2% | -5.2% | +9.4% | +5.5% |
| 3M | +14.4% | +11.1% | +3.3% | +8.9% |
| 6M | +0.2% | -13.4% | +13.5% | +2.0% |
| YTD | -20.3% | +0.1% | -20.3% | -23.5% |
| 1Y | -16.1% | -36.1% | +20.0% | -6.1% |
| 3Y | -14.7% | -44.1% | +29.4% | -5.7% |
| 5Y | -43.2% | -66.2% | +23.1% | -22.2% |
| All | -34.1% | -58.9% | +24.8% | -12.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling