-9.3%
PCOR vs BR
+18.8%
-28.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.1% |
| 7D | +3.0% | +1.1% | +2.0% | +2.1% |
| 30D | +38.7% | +14.4% | +24.3% | +23.6% |
| 3M | +24.9% | +12.4% | +12.4% | +13.2% |
| 6M | +68.8% | +35.4% | +33.3% | +30.4% |
| YTD | +6.7% | -12.2% | +18.9% | +18.6% |
| 1Y | +3.0% | -12.7% | +15.7% | +15.0% |
| 3Y | +48.6% | +14.3% | +34.3% | +28.5% |
| All | -9.3% | +18.8% | -28.0% | -31.4% |
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