-20.7%
PCOR vs BG
+50.6%
-71.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.4% | -7.5% | -2.6% |
| 7D | -6.9% | +2.4% | -9.3% | -6.6% |
| 30D | -1.5% | +15.0% | -16.6% | +0.1% |
| 3M | +18.5% | -0.7% | +19.2% | +19.4% |
| 6M | -4.7% | +7.5% | -12.2% | -2.7% |
| YTD | -22.8% | +41.6% | -64.4% | -21.3% |
| 1Y | -20.7% | +50.7% | -71.4% | -20.1% |
| All | -20.7% | +50.6% | -71.4% | -20.1% |
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