-40.7%
PCOR vs BG
+84.8%
-125.5%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.4% | -7.5% | -3.9% |
| 7D | -6.9% | +2.4% | -9.3% | -7.3% |
| 30D | -1.5% | +15.0% | -16.6% | -4.0% |
| 3M | +18.5% | -0.7% | +19.2% | +18.3% |
| 6M | -4.7% | +7.5% | -12.2% | -6.4% |
| YTD | -22.8% | +41.6% | -64.4% | -29.0% |
| 1Y | -20.7% | +50.7% | -71.4% | -28.5% |
| 3Y | -14.6% | +20.3% | -34.8% | -20.1% |
| 5Y | -40.7% | +85.2% | -126.0% | -60.9% |
| All | -40.7% | +84.8% | -125.5% | -60.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling