-13.3%
PCOR vs BLDR
+40.0%
-53.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.6% | +4.3% | +1.4% |
| 7D | +20.7% | -1.1% | +21.8% | +21.3% |
| 30D | +35.7% | +19.1% | +16.6% | +27.0% |
| 3M | +31.1% | -12.6% | +43.6% | +36.2% |
| 6M | +43.1% | -18.7% | +61.8% | +49.6% |
| YTD | +4.8% | -38.8% | +43.7% | +19.1% |
| 1Y | -3.7% | -41.2% | +37.6% | +10.9% |
| 3Y | +46.5% | -49.4% | +95.9% | +65.5% |
| 5Y | -17.3% | -6.0% | -11.3% | -35.5% |
| All | -13.3% | +40.0% | -53.3% | -34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 10y: compounded portfolio wealth divided by compounded BLDR 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…
10y analysis · Full analysis span regression · 6 months rolling