-34.1%
PCOR vs BR
+19.3%
-53.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.4% | -0.9% | -1.4% |
| 7D | -9.0% | -5.3% | -3.7% | -4.7% |
| 30D | +4.2% | +6.4% | -2.3% | -1.0% |
| 3M | +14.4% | +13.6% | +0.8% | +2.5% |
| 6M | +0.2% | -6.7% | +6.9% | +5.4% |
| YTD | -20.3% | -21.1% | +0.8% | -3.6% |
| 1Y | -16.1% | -29.6% | +13.4% | +10.8% |
| 3Y | -14.7% | -2.4% | -12.3% | -15.4% |
| 5Y | -43.2% | +11.2% | -54.4% | -54.4% |
| All | -34.1% | +19.3% | -53.4% | -44.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling