-34.1%
PCOR vs BG
+59.0%
-93.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.2% | -3.1% | -4.1% |
| 7D | -9.0% | +2.8% | -11.8% | -9.4% |
| 30D | +4.2% | +12.0% | -7.9% | +2.0% |
| 3M | +14.4% | -7.7% | +22.1% | +15.8% |
| 6M | +0.2% | +4.5% | -4.3% | -1.3% |
| YTD | -20.3% | +35.7% | -55.9% | -26.2% |
| 1Y | -16.1% | +50.1% | -66.2% | -24.6% |
| 3Y | -14.7% | +12.6% | -27.3% | -19.3% |
| 5Y | -43.2% | +75.4% | -118.6% | -56.0% |
| All | -34.1% | +59.0% | -93.1% | -49.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling