+46.5%
PCOR vs BLDR
-48.6%
+95.2%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.6% | +4.3% | +1.0% |
| 7D | +20.7% | -1.1% | +21.8% | +21.2% |
| 30D | +35.7% | +19.1% | +16.6% | +29.4% |
| 3M | +31.1% | -12.6% | +43.6% | +35.0% |
| 6M | +43.1% | -18.7% | +61.8% | +48.2% |
| YTD | +4.8% | -38.8% | +43.7% | +16.1% |
| 1Y | -3.7% | -41.2% | +37.6% | +8.0% |
| 3Y | +46.5% | -49.4% | +95.9% | +58.3% |
| All | +46.5% | -48.6% | +95.2% | +58.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling