-11.8%
PCOR vs BLDR
+35.0%
-46.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.2% |
| 7D | +3.0% | -3.0% | +6.0% | +4.0% |
| 30D | +38.7% | +20.1% | +18.6% | +29.4% |
| 3M | +24.9% | -17.5% | +42.4% | +32.4% |
| 6M | +68.8% | -16.1% | +84.9% | +73.9% |
| YTD | +6.7% | -41.0% | +47.7% | +22.7% |
| 1Y | +3.0% | -41.6% | +44.6% | +18.5% |
| 3Y | +48.6% | -50.8% | +99.4% | +69.3% |
| 5Y | -12.7% | -10.8% | -1.9% | -30.9% |
| All | -11.8% | +35.0% | -46.8% | -32.1% |
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