-20.1%
PCOR vs BR
+19.3%
-39.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.5% | +1.2% |
| 7D | +22.7% | +6.5% | +16.3% | +16.5% |
| 30D | +37.5% | +18.9% | +18.6% | +18.4% |
| 3M | +35.2% | +16.3% | +18.9% | +19.2% |
| 6M | +42.2% | +26.2% | +16.0% | +16.7% |
| YTD | +3.6% | -13.1% | +16.7% | +16.2% |
| 1Y | -4.8% | -10.5% | +5.7% | +4.0% |
| 3Y | +48.3% | +13.3% | +35.0% | +29.3% |
| All | -20.1% | +19.3% | -39.4% | -39.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling