-3.4%
PCOR vs BG
+8.4%
-11.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.1% | -0.6% | +1.7% |
| 7D | +22.2% | +7.4% | +14.8% | +23.2% |
| 30D | +36.0% | -1.5% | +37.5% | +35.1% |
| 3M | +34.0% | -6.1% | +40.1% | +31.9% |
| 6M | +43.5% | -18.0% | +61.5% | +39.2% |
| YTD | +5.1% | +15.6% | -10.5% | +4.9% |
| All | -3.4% | +8.4% | -11.8% | -1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling