-9.3%
PCOR vs BG
+21.9%
-31.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.2% |
| 7D | +3.0% | +2.6% | +0.5% | +2.6% |
| 30D | +38.7% | -6.7% | +45.3% | +40.0% |
| 3M | +24.9% | -9.3% | +34.1% | +26.2% |
| 6M | +68.8% | -18.3% | +87.1% | +73.4% |
| YTD | +6.7% | +16.2% | -9.5% | +1.2% |
| 1Y | +3.0% | +7.6% | -4.6% | -0.7% |
| 3Y | +48.6% | +6.6% | +42.1% | +41.0% |
| All | -9.3% | +21.9% | -31.2% | -26.1% |
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 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