-34.1%
PCOR vs BLDR
+46.4%
-80.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.5% | -6.8% | -5.1% |
| 7D | -9.0% | -2.8% | -6.1% | -8.1% |
| 30D | +4.2% | -13.3% | +17.4% | +9.2% |
| 3M | +14.4% | -12.3% | +26.7% | +17.5% |
| 6M | +0.2% | -31.5% | +31.6% | +11.5% |
| YTD | -20.3% | -36.1% | +15.8% | -10.2% |
| 1Y | -16.1% | -54.1% | +37.9% | +8.1% |
| 3Y | -14.7% | -55.8% | +41.1% | +3.3% |
| 5Y | -43.2% | +20.7% | -63.9% | -57.1% |
| All | -34.1% | +46.4% | -80.4% | -50.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling