-14.4%
PCOR vs BIDU
-57.0%
+42.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.0% | -3.4% | -1.2% |
| 7D | +22.7% | +7.2% | +15.6% | +20.6% |
| 30D | +37.5% | -4.0% | +41.5% | +39.1% |
| 3M | +35.2% | -25.1% | +60.3% | +45.5% |
| 6M | +42.2% | -41.8% | +84.0% | +62.4% |
| YTD | +3.6% | -37.3% | +40.9% | +13.8% |
| 1Y | -4.8% | -35.6% | +30.8% | +3.4% |
| 3Y | +48.3% | -24.5% | +72.8% | +44.9% |
| 5Y | -20.1% | -48.3% | +28.2% | -17.2% |
| All | -14.4% | -57.0% | +42.6% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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