+48.3%
PCOR vs BLDR
-50.4%
+98.8%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.5% | +4.2% | +0.9% |
| 7D | +22.7% | -3.7% | +26.4% | +24.0% |
| 30D | +37.5% | +16.8% | +20.7% | +31.8% |
| 3M | +35.2% | -13.7% | +48.9% | +39.8% |
| 6M | +42.2% | -21.9% | +64.1% | +49.1% |
| YTD | +3.6% | -39.2% | +42.8% | +15.1% |
| 1Y | -4.8% | -42.6% | +37.9% | +7.9% |
| 3Y | +48.3% | -50.2% | +98.5% | +54.8% |
| All | +48.3% | -50.4% | +98.8% | +54.8% |
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