+48.3%
PCOR vs BR
+13.3%
+35.1%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.5% | +1.2% |
| 7D | +22.7% | +6.5% | +16.3% | +16.7% |
| 30D | +37.5% | +18.9% | +18.6% | +19.0% |
| 3M | +35.2% | +16.3% | +18.9% | +19.8% |
| 6M | +42.2% | +26.2% | +16.0% | +17.6% |
| YTD | +3.6% | -13.1% | +16.7% | +13.1% |
| 1Y | -4.8% | -10.5% | +5.7% | +1.7% |
| 3Y | +48.3% | +13.3% | +35.0% | +22.2% |
| All | +48.3% | +13.3% | +35.1% | +22.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling