-36.2%
PCOR vs BR
+16.4%
-52.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.5% | -0.7% | -1.1% |
| 7D | -6.9% | -5.9% | -1.0% | -2.0% |
| 30D | -1.5% | +1.9% | -3.4% | -3.0% |
| 3M | +18.5% | +14.7% | +3.8% | +5.4% |
| 6M | -4.7% | -12.8% | +8.1% | +6.1% |
| YTD | -22.8% | -23.0% | +0.3% | -4.7% |
| 1Y | -20.7% | -31.7% | +10.9% | +7.5% |
| 3Y | -14.6% | -4.8% | -9.8% | -13.4% |
| 5Y | -40.7% | +7.8% | -48.6% | -51.6% |
| All | -36.2% | +16.4% | -52.5% | -45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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