-13.1%
PCOR vs BG
+35.5%
-48.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.1% | -0.6% | +1.2% |
| 7D | +22.2% | +7.4% | +14.8% | +20.9% |
| 30D | +36.0% | -1.5% | +37.5% | +36.2% |
| 3M | +34.0% | -6.1% | +40.1% | +34.7% |
| 6M | +43.5% | -18.0% | +61.5% | +47.5% |
| YTD | +5.1% | +15.6% | -10.5% | -0.4% |
| 1Y | -3.9% | +9.6% | -13.5% | -7.8% |
| 3Y | +52.9% | +6.3% | +46.6% | +45.2% |
| 5Y | -18.7% | +24.6% | -43.2% | -31.2% |
| All | -13.1% | +35.5% | -48.6% | -31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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