-14.4%
PCOR vs BLDR
+39.1%
-53.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.5% | +4.2% | +1.2% |
| 7D | +22.7% | -3.7% | +26.4% | +24.4% |
| 30D | +37.5% | +16.8% | +20.7% | +29.6% |
| 3M | +35.2% | -13.7% | +48.9% | +41.2% |
| 6M | +42.2% | -21.9% | +64.1% | +51.0% |
| YTD | +3.6% | -39.2% | +42.8% | +18.0% |
| 1Y | -4.8% | -42.6% | +37.9% | +10.9% |
| 3Y | +48.3% | -50.2% | +98.5% | +69.0% |
| 5Y | -20.1% | -7.0% | -13.1% | -37.4% |
| All | -14.4% | +39.1% | -53.5% | -34.7% |
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